[Numpy-discussion] Optimisation of matrix multiplication

Andrew Nelson andyfaff at gmail.com
Tue Jan 30 01:22:22 EST 2018

Hi all,
I have a matrix multiplication that I'd like to optimize.

I have a matrix `a` (dtype=complex) with shape (N, M, 2, 2). I'd like to do
the following multiplication:

a[:, 0] @ a[:, 1] @ ... @ a[:, M-1]

where the first dimension, N, is element wise (and hopefully vectorisable)
and M>=2. So for each row do M-1 matrix multiplications of 2x2 matrices.
The output should have shape (N, 2, 2).

What would be the best way of going about this?

Dr. Andrew Nelson

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