List serv subscribers,

I am wondering if there is an efficient means of doing recursive matrix multiplication in R. My data resides in a 4 X 2541 matrix from which I need to extract 2541 2X2 matrices based on each row. If I attempt something like this:

function(AO)
{A<-AO
{for(t in 1:4)
A[t+1]<-matrix(h0m[t,1:4],nrow=2,ncol=2,byrow=FALSE)%*%matrix(h0m[t+1,1:4],nrow=2,ncol=2,byrow=FALSE)
}
}

I get this type of error:

1: number of items to replace is not a multiple of replacement length
2: number of items to replace is not a multiple of replacement length
3: number of items to replace is not a multiple of replacement length
4: number of items to replace is not a multiple of replacement length

I believe I understand the error here in that I am attempting to add more elements to an object that is only a 2x2 matrix. So is there some way to just update the value of the matrix recursively? If you are asking yourself why I am bothering to do this if I mean to multiple only 4 matrices, I actually intend to multiple up to all 2541 of them, which seems no small task. Ultimately, I would like to define the time period over which I am multiplyig these essentially time-dependent matrices and obtain the eigenvalues of the final matrix product.

If anyone can offer any assistance, I would greatly appreciate it. Thanks.

Ivan Kautter

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