Efficient matrix power
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                 Key: MATH-435
                 URL: https://issues.apache.org/jira/browse/MATH-435
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Mikkel Meyer Andersen
            Assignee: Mikkel Meyer Andersen


For symmetric matrices A it is easy to find A^n also for large n by making an 
eigenvalue/-vector decomposition.

In general, if the structure of the matrix is not know and the n'th power is 
needed, A*A*...*A is way too inefficient. By using a binary representation and 
powers of 2, powers can be found far faster similar to finding 5^14 as 5^14 = 
5^8 * 5^4 = ((5^2)^2)^2 * (5^2)^2 = x3 * x2 where x1 = 5^2, x2 = x1^2, and x3 = 
x2^2, thus saving a lot of computations.

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