Can I have some help in vectorizing a series of matrix multiplications?
Toy Example
mat_size=2; num_matrices=3; num_users=2
ToyArray=array(1,dim=c(mat_size, mat_size, num_matrices, num_users))
/* So I open an 4-dim array to store 3 2 X 2 matrrices for 2 users. For each
user I want to multiple the 3, 2 X 2 matrices so that at the end I have 1
matrix for each of the 2 users */
This works:
output=array(NA,dim=c(mat_size, mat_size, num_users));
for ( i in 1:num_users) {
output[,,i]= as.matrix(ToyArray[,,1,i]) %*% as.matrix(ba[,,2,i]) %*%
as.matrix(ba[,,3,i])
};
Can I do better? Can I vectorize this over the user dimension?
And even better (and a different question): what strategy can I use if the
matrices are not all of the same size?
GR
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