As a followup for our recent Matrix Multiplication post here, I would like to share with you a faster query for Matrix Multiplication (Faster only relative to the previous ones I shared. Excel is probably not the best tool for big matrices, and you may still need to use other tools such as R).
I would like to thank Imke Feldmann and Bill Szysz for sharing their queries. It turns out that the use of List.Generate is quite slow in comparison to the native Power Query transformations that we will share today.
Note: If you are an advanced Power Query practitioner, you can skip to the end of this blog to see the final M expression, and download the workbook sample.