SuperFluffy / rust-condest

Matrix condition number estimation in Rust
Apache License 2.0
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Implement estimation of matrix powers and products #3

Closed SuperFluffy closed 5 years ago

SuperFluffy commented 5 years ago

This allows estimating the one-norm of matrix powers A^m and matrix products A1 * A2 * ... * Am without having to explicitly perform the m matrix multiplications. Instead, per loop there are two times m multiplications of the n x n matrices A with a t x m matrix. For small values of t this can prove significantly faster.