Optimization algorithms and methods | Dynamic programming | Matrices
Matrix chain multiplication
Matrix chain multiplication (or the matrix chain ordering problem) is an optimization problem concerning the most efficient way to multiply a given sequence of matrices. The problem is not actually to perform the multiplications, but merely to decide the sequence of the matrix multiplications involved. The problem may be solved using dynamic programming. There are many options because matrix multiplication is associative. In other words, no matter how the product is parenthesized, the result obtained will remain the same. For example, for four matrices A, B, C, and D, there are five possible options: ((AB)C)D = (A(BC))D = (AB)(CD) = A((BC)D) = A(B(CD)). Although it does not affect the product, the order in which the terms are parenthesized affects the number of simple arithmetic operations needed to compute the product, that is, the computational complexity. The straightforward multiplication of a matrix that is X × Y by a matrix that is Y × Z requires XYZ ordinary multiplications and X(Y − 1)Z ordinary additions. In this context, it is typical to use the number of ordinary multiplications as a measure of the runtime complexity. If A is a 10 × 30 matrix, B is a 30 × 5 matrix, and C is a 5 × 60 matrix, then computing (AB)C needs (10×30×5) + (10×5×60) = 1500 + 3000 = 4500 operations, whilecomputing A(BC) needs (30×5×60) + (10×30×60) = 9000 + 18000 = 27000 operations. Clearly the first method is more efficient. With this information, the problem statement can be refined as "how to determine the optimal parenthesization of a product of n matrices?" Checking each possible parenthesization (brute force) would require a run-time that is exponential in the number of matrices, which is very slow and impractical for large n. A quicker solution to this problem can be achieved by breaking up the problem into a set of related subproblems. (Wikipedia).
