I’m working with squared matrices that can be quite large, for instance, a
M = 50 x 50 matrix.
My objective is to compute the power of the squared matrix
M^t for very large
t values (for example
t = 4000).
I work in
R and I have used the
matrix.power from the
matrixcalc R package.
I’m exploring the possibility to write a code for matrix power in C++ and then import it in R through the R package
One alternative would be to use the matrix multiplication approach (as in the
matrix.power function in R), but looking around I have understood that there might be faster approaches to calculate a matrix power.
Do you have any experience on that? Does anyone know a library in C++ that does matrix power calculation fast and efficiently?
Consider that I’m working on a Mac0s laptop with 16 GB of RAM and 4 CPUs.