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The cost of multiplying a chain of matrices can vary significantly depending on the order in which the multiplication steps are applied. The [Matrix chain multiplication](https://www.wikiwand.com/en/Matrix_chain_multiplication) algorithm applied here (described in *Introduction to Algorithms, 3rd Edition* by Cormen et al.) finds the optimal multiplication sequence.
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With Julia, it is easy to allow for specialization on the matrix types.
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For example, the types given in the ArrayFire.jl package should work here, too.
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For example, the types given in the ArrayFire.jl package or matrices of matrices (block matrices) should work, too.
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## Installing this Package
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If all matrices are the same size, the overhead of the optimization is
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not worth the (non-existing) benefit.
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## Further improvements to be made
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## Future improvements
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* Recognize situations that don't need the analysis to eliminate the
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overhead (allowing for a more ubiquitous use of `matrixchainmultiply(...)`
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instead of `*(...)`).
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overhead (allowing for a more ubiquitous use of `matrixchainmultiply(...)`
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instead of `*(...)`).
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* For repeated uses, given some matrix size sequence, produce the
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function a single time so that the analysis isn't done unnecessarily.
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function a single time so that the analysis isn't done unnecessarily.
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* Faster or more general algorithms (i.e., those that apply to the general
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tensor problem) are certainly desirable if you would like to add them.
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