Comments (5)
I believe this is already implemented in https://github.com/stan-dev/math/blob/develop/stan/math/prim/fun/matrix_power.hpp
It may not be using all the tricks of the numpy implementation
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Thanks for the pointer. Did that get exposed in stanc3 and just not documented? Is it throughly tested?
There are some simple inefficiencies, but I can't quite understand the remainder test in the Stan implementation. And it doesn't do negative powers, but I don't think that's a big deal.
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Exposed: stan-dev/stanc3#641
Documented: https://mc-stan.org/docs/functions-reference/linear-algebra-functions-and-solvers.html#matrix-power
It does have tests and AD tests. Thorough is a judgement call but I'd say it's at least as good as many of the other special functions.
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Well, that was a waste of time recoding in Stan. I couldn't find in the doc from a Google search! One of the top hits and the only one relevant in the first ten Google results was for the forum post!
from math.
Closing.
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