Efficient matrix power
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Key: MATH-435
URL: https://issues.apache.org/jira/browse/MATH-435
Project: Commons Math
Issue Type: Improvement
Reporter: Mikkel Meyer Andersen
Assignee: Mikkel Meyer Andersen
For symmetric matrices A it is easy to find A^n also for large n by making an
eigenvalue/-vector decomposition.
In general, if the structure of the matrix is not know and the n'th power is
needed, A*A*...*A is way too inefficient. By using a binary representation and
powers of 2, powers can be found far faster similar to finding 5^14 as 5^14 =
5^8 * 5^4 = ((5^2)^2)^2 * (5^2)^2 = x3 * x2 where x1 = 5^2, x2 = x1^2, and x3 =
x2^2, thus saving a lot of computations.
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