Avoid overflow in random matrix multiplication in python
Avoid overflow in random matrix multiplication in python Question: I have to multiply many (about 700) matrices with a random element (in the following, I’m using a box distribution) in python: #define parameters μ=2. σ=2. L=700 #define random matrix T=[None]*L product=np.array([[1,0],[0,1]]) for i in range(L): m=np.random.uniform(μ-σ*3**(1/2), μ+σ*3**(1/2)) #box distribution T[i]=np.array([[-1,-m/2],[1,0]]) product=product.dot(T[i]) #multiplying matrices Det=abs(np.linalg.det(product)) print(Det) …