blob: 12d72d1a9abff93b4de3b31dc58d81c8212cf4b3 [file]
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
// SPDX-FileCopyrightText: The Eigen Authors
// SPDX-License-Identifier: MPL-2.0
// References:
// [1] C. F. Van Loan, "The ubiquitous Kronecker product", Journal of
// Computational and Applied Mathematics 123 (2000), 85-100. The vec
// identity, with vec stacking columns, driving every product and solve
// below -- stated there as
// Y = C X B^T <=> vec(Y) = (B (x) C) vec(X), i.e. with this file's
// operand naming (A (x) B) vec(X) = vec(B X A^T) -- together with the
// factor-wise identities for the inverse, pseudo-inverse,
// eigendecomposition, SVD and determinant of a Kronecker product.
// [2] N. J. Higham, "Accuracy and Stability of Numerical Algorithms", 2nd ed.,
// SIAM, 2002, chapter 27. Avoiding spurious overflow by rescaling with
// powers of two, the technique behind the exponent-balanced determinant.
// [3] P. H. Sterbenz, "Floating-Point Computation", Prentice-Hall, 1974.
// Scaling by a power of two is exact, the property the determinant's
// rescaling relies on.
#ifndef EIGEN_STRUCTURED_KRONECKER_OPERATOR_H
#define EIGEN_STRUCTURED_KRONECKER_OPERATOR_H
// IWYU pragma: private
#include "./InternalHeaderCheck.h"
namespace Eigen {
template <typename LhsMatrix, typename RhsMatrix>
class KroneckerOperator;
namespace internal {
template <typename LhsMatrix, typename RhsMatrix>
struct traits<KroneckerOperator<LhsMatrix, RhsMatrix>> {
using Scalar = typename LhsMatrix::Scalar;
using StorageKind = Dense;
using XprKind = MatrixXpr;
using StorageIndex = int;
// size_at_compile_time is the compile-time dimension product, Dynamic when a
// factor is unknown or the product would overflow int.
static constexpr int RowsAtCompileTime =
size_at_compile_time(traits<LhsMatrix>::RowsAtCompileTime, traits<RhsMatrix>::RowsAtCompileTime);
static constexpr int ColsAtCompileTime =
size_at_compile_time(traits<LhsMatrix>::ColsAtCompileTime, traits<RhsMatrix>::ColsAtCompileTime);
static constexpr int MaxRowsAtCompileTime = RowsAtCompileTime;
static constexpr int MaxColsAtCompileTime = ColsAtCompileTime;
// Deliberately no NestByRefBit: transpose(), conjugate(), adjoint(), inverse(),
// eigenvectors(), matrixU() and matrixV() return owning temporaries (the
// operator stores its factors by value), so Product must nest the operator by
// value for a delayed-evaluated product expression to keep its left factor
// alive. The copy is O(m1 n1 + m2 n2), negligible against the product
// evaluation.
static constexpr int Flags = 0;
};
template <typename LhsMatrix, typename RhsMatrix>
struct evaluator_traits<KroneckerOperator<LhsMatrix, RhsMatrix>> {
using Kind = IndexBased;
using Shape = StructuredShape;
};
// Factor kinds, each with its operations in the kron_factor_* helpers below:
// dense; diagonal (stored as its diagonal); sparse (compressed, solved by
// SparseLU); identity (a kron_identity_factor, dimensions only, skipped in
// products); Kronecker (a nested KroneckerOperator, for three or more factors).
template <typename Scalar_, int Rows_, int Cols_>
class kron_identity_factor;
template <typename Scalar_, int Rows_, int Cols_>
struct traits<kron_identity_factor<Scalar_, Rows_, Cols_>> : traits<Matrix<Scalar_, Rows_, Cols_>> {};
/** \internal The identity factor: the m x n matrix with ones on the main
* diagonal, stored as its dimensions. makeKroneckerOperator() stores an
* Identity() expression as one, since the expression is not assignable and
* would make every operator holding it unassignable too. */
template <typename Scalar_, int Rows_, int Cols_>
class kron_identity_factor : public EigenBase<kron_identity_factor<Scalar_, Rows_, Cols_>> {
public:
using Scalar = Scalar_;
using PlainObject = Matrix<Scalar, Rows_, Cols_>;
static constexpr int RowsAtCompileTime = Rows_;
static constexpr int ColsAtCompileTime = Cols_;
kron_identity_factor(Index rows, Index cols) : m_rows(rows), m_cols(cols) {}
template <typename PlainObjectType>
explicit kron_identity_factor(const CwiseNullaryOp<scalar_identity_op<Scalar>, PlainObjectType>& identity)
: m_rows(identity.rows()), m_cols(identity.cols()) {}
EIGEN_DEVICE_FUNC constexpr Index rows() const { return m_rows.value(); }
EIGEN_DEVICE_FUNC constexpr Index cols() const { return m_cols.value(); }
private:
variable_if_dynamic<Index, Rows_> m_rows;
variable_if_dynamic<Index, Cols_> m_cols;
};
template <typename Factor>
struct kron_factor_is_diagonal : std::false_type {};
template <typename Scalar, int Size, int MaxSize>
struct kron_factor_is_diagonal<DiagonalMatrix<Scalar, Size, MaxSize>> : std::true_type {};
template <typename Factor>
struct kron_factor_is_dense_matrix : std::false_type {};
template <typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
struct kron_factor_is_dense_matrix<Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols>> : std::true_type {};
template <typename Factor>
struct kron_factor_is_sparse_matrix : std::false_type {};
template <typename Scalar, int Options, typename StorageIndex>
struct kron_factor_is_sparse_matrix<SparseMatrix<Scalar, Options, StorageIndex>> : std::true_type {};
template <typename Factor>
struct kron_factor_is_identity : std::false_type {};
template <typename Scalar, int Rows, int Cols>
struct kron_factor_is_identity<kron_identity_factor<Scalar, Rows, Cols>> : std::true_type {};
template <typename Factor>
struct kron_factor_is_kronecker : std::false_type {};
template <typename LhsMatrix, typename RhsMatrix>
struct kron_factor_is_kronecker<KroneckerOperator<LhsMatrix, RhsMatrix>> : std::true_type {};
// The factor kind, the dispatch key of kron_factor_ops and kron_factor_solver.
constexpr int kKronDenseFactor = 0;
constexpr int kKronDiagonalFactor = 1;
constexpr int kKronSparseFactor = 2;
constexpr int kKronIdentityFactor = 3;
constexpr int kKronKroneckerFactor = 4;
template <typename Factor>
constexpr int kron_factor_kind() {
return kron_factor_is_diagonal<Factor>::value ? kKronDiagonalFactor
: kron_factor_is_sparse_matrix<Factor>::value ? kKronSparseFactor
: kron_factor_is_identity<Factor>::value ? kKronIdentityFactor
: kron_factor_is_kronecker<Factor>::value ? kKronKroneckerFactor
: kKronDenseFactor;
}
/** \internal The type makeKroneckerOperator() stores an argument as: its plain
* object, except an Identity() expression, stored as its kron_identity_factor,
* and an identity factor or a KroneckerOperator, which own everything they need
* already. */
template <typename Derived,
bool StoredAsIs = kron_factor_is_identity<Derived>::value || kron_factor_is_kronecker<Derived>::value>
struct kron_factor_storage {
using type = typename Derived::PlainObject;
};
template <typename Derived>
struct kron_factor_storage<Derived, true> {
using type = Derived;
};
template <typename Scalar, typename PlainObjectType>
struct kron_factor_storage<CwiseNullaryOp<scalar_identity_op<Scalar>, PlainObjectType>, false> {
using type = kron_identity_factor<Scalar, PlainObjectType::RowsAtCompileTime, PlainObjectType::ColsAtCompileTime>;
};
template <typename Factor, int Kind = kron_factor_kind<Factor>()>
struct kron_factor_ops {
// Dense factor.
using Scalar = typename Factor::Scalar;
using RealScalar = typename NumTraits<Scalar>::Real;
using TransposedFactor = Matrix<Scalar, Factor::ColsAtCompileTime, Factor::RowsAtCompileTime>;
using InverseFactor = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
// Every entry is stored: a materialization has no structurally zero blocks
// to clear, and forEachNonZero visits all m*n entries in column-major order.
static constexpr bool StoresAllEntries = true;
static void prepare(Factor&) {}
static bool coeffIfStored(const Factor& f, Index row, Index col, Scalar& value) {
value = f.coeff(row, col);
return true;
}
template <typename Visitor>
static void forEachNonZero(const Factor& f, Visitor&& visit) {
for (Index j = 0; j < f.cols(); ++j)
for (Index i = 0; i < f.rows(); ++i) visit(i, j, f.coeff(i, j));
}
/** \internal \returns the number of stored entries of each inner vector, for a
* destination of the storage order selected by \a rowMajor. */
static Matrix<Index, Dynamic, 1> innerNonZeros(const Factor& f, bool rowMajor) {
return Matrix<Index, Dynamic, 1>::Constant(rowMajor ? f.rows() : f.cols(), rowMajor ? f.cols() : f.rows());
}
static auto transposed(const Factor& f) { return f.transpose(); }
static auto conjugated(const Factor& f) { return f.conjugate(); }
static auto adjointed(const Factor& f) { return f.adjoint(); }
static auto inversed(const Factor& f) { return f.inverse(); }
// The factor as a dense expression, for the decomposition family.
static const Factor& denseFactor(const Factor& f) { return f; }
// The factor as the operand of a dense block assignment dst = a * f.
static const Factor& blockOperand(const Factor& f) { return f; }
static bool isSquareIdentity(const Factor&) { return false; }
// dst += alpha F X and dst += alpha X F^T: the two sides of the vec-trick product B X A^T.
// work: scratch for a nested factor's right product, owned by the caller's loop.
template <typename Dst, typename Alpha, typename Xpr>
static void addLeftProduct(Dst& dst, const Alpha& alpha, const Factor& f, const Xpr& X) {
dst.noalias() += alpha * (f * X);
}
template <typename Dst, typename Alpha, typename Xpr, typename Work>
static void addRightProduct(Dst& dst, const Alpha& alpha, const Xpr& X, const Factor& f, Work&) {
dst.noalias() += alpha * (X * f.transpose());
}
static int exponentBound(const Factor& f) { return structured_exponent_bound(f); }
/** \internal \returns the mantissa of \c det(M) in the balanced form
* \c m * 2^e, adding \c e into \a exponent: the determinant is accumulated
* directly from the LU diagonal (times the permutation sign), each entry and
* the running product renormalized by \c structured_balance. */
static Scalar balancedDet(const Factor& M, Index& exponent) {
// Scale small factors up, exactly, so that the elimination runs on normal
// numbers: a subnormal near 2^e carries only e - min_exponent + digits bits.
// Scaling down could erase small pivots in factors with a wide exponent range,
// and every entry is scaled exactly because a small entry can be a pivot.
const int bound = exponentBound(M);
const int scaleExponent = numext::mini(bound, 0);
Factor normalized = M;
structured_ldexp_entries_exact(normalized, -scaleExponent);
exponent += M.rows() * scaleExponent;
PartialPivLU<Factor> lu(normalized);
Scalar m = Scalar(RealScalar(lu.permutationP().determinant())); // +-1
for (Index i = 0; i < M.rows(); ++i)
m = structured_balance(m * structured_balance(lu.matrixLU().coeff(i, i), exponent), exponent);
return m;
}
};
template <typename Factor>
struct kron_factor_ops<Factor, kKronDiagonalFactor> {
// Diagonal factor: everything runs on the stored diagonal vector.
using Scalar = typename Factor::Scalar;
using TransposedFactor = typename Factor::PlainObject; // a diagonal matrix is its own transpose
using InverseFactor = typename Factor::PlainObject; // entrywise reciprocals stay diagonal
static constexpr bool StoresAllEntries = false;
static void prepare(Factor&) {}
static bool coeffIfStored(const Factor& f, Index row, Index col, Scalar& value) {
if (row != col) return false;
value = f.diagonal().coeff(row);
return true;
}
template <typename Visitor>
static void forEachNonZero(const Factor& f, Visitor&& visit) {
for (Index k = 0; k < f.rows(); ++k) visit(k, k, f.diagonal().coeff(k));
}
static Matrix<Index, Dynamic, 1> innerNonZeros(const Factor& f, bool) {
return Matrix<Index, Dynamic, 1>::Ones(f.rows());
}
static const Factor& transposed(const Factor& f) { return f; }
static auto conjugated(const Factor& f) { return f.diagonal().conjugate().asDiagonal(); }
static auto adjointed(const Factor& f) { return f.diagonal().conjugate().asDiagonal(); }
static auto inversed(const Factor& f) { return f.inverse(); }
static typename Factor::DenseMatrixType denseFactor(const Factor& f) { return f.toDenseMatrix(); }
static const Factor& blockOperand(const Factor& f) { return f; }
static bool isSquareIdentity(const Factor&) { return false; }
template <typename Dst, typename Alpha, typename Xpr>
static void addLeftProduct(Dst& dst, const Alpha& alpha, const Factor& f, const Xpr& X) {
dst.noalias() += alpha * (f * X);
}
template <typename Dst, typename Alpha, typename Xpr, typename Work>
static void addRightProduct(Dst& dst, const Alpha& alpha, const Xpr& X, const Factor& f, Work&) {
dst.noalias() += alpha * (X * f);
}
static int exponentBound(const Factor& f) { return structured_exponent_bound(f.diagonal()); }
static Scalar balancedDet(const Factor& D, Index& exponent) {
// Scale a small diagonal up first: the balancing below compares and scales
// in floating point, which reads a subnormal entry as zero under flush-to-zero.
const int bound = exponentBound(D);
const int scaleExponent = numext::mini(bound, 0);
typename Factor::DiagonalVectorType d = D.diagonal();
structured_ldexp_entries_exact(d, -scaleExponent);
exponent += D.rows() * scaleExponent;
Scalar m(1);
for (Index i = 0; i < D.rows(); ++i) m = structured_balance(m * structured_balance(d.coeff(i), exponent), exponent);
return m;
}
};
/** \internal SparseLU extended with the balanced determinant of the dense path:
* the U diagonal -- stored on the diagonal of the supernodal L, where
* SparseLU::determinant() reads it -- times the permutation signs, each entry
* and the running product renormalized by structured_balance. */
template <typename SparseType>
class kron_sparse_lu : public SparseLU<SparseType> {
public:
using Base = SparseLU<SparseType>;
using Scalar = typename SparseType::Scalar;
using RealScalar = typename NumTraits<Scalar>::Real;
Scalar balancedDet(Index& exponent) const {
eigen_assert(Base::info() == Success);
Scalar m = Scalar(RealScalar(Base::m_detPermR * Base::m_detPermC));
for (Index j = 0; j < Base::cols(); ++j) {
typename Base::SCMatrix::InnerIterator it(Base::m_Lstore, j);
while (it && it.index() != j) ++it;
if (it) m = structured_balance(m * structured_balance(it.value(), exponent), exponent);
}
return m;
}
};
template <typename Factor>
struct kron_factor_ops<Factor, kKronSparseFactor> {
// Sparse factor: the products run through the sparse-dense kernels, the
// solve and the determinant through a SparseLU factorization.
using Scalar = typename Factor::Scalar;
using RealScalar = typename NumTraits<Scalar>::Real;
using ColMajorFactor = SparseMatrix<Scalar, ColMajor, typename Factor::StorageIndex>;
using TransposedFactor = Factor; // the transpose is stored sparse, in the same storage order
using InverseFactor = Matrix<Scalar, Dynamic, Dynamic, ColMajor>; // dense in general
static constexpr bool StoresAllEntries = false;
// coeffs() below reads the compressed value array.
static void prepare(Factor& f) { f.makeCompressed(); }
static bool coeffIfStored(const Factor& f, Index row, Index col, Scalar& value) {
const Index outer = Factor::IsRowMajor ? row : col;
const Index inner = Factor::IsRowMajor ? col : row;
const Index start = f.outerIndexPtr()[outer], end = f.outerIndexPtr()[outer + 1];
if (start == end) return false;
const Index position = f.data().searchLowerIndex(start, end, inner);
if (position == end || f.innerIndexPtr()[position] != inner) return false;
value = f.valuePtr()[position];
return true;
}
template <typename Visitor>
static void forEachNonZero(const Factor& f, Visitor&& visit) {
for (Index k = 0; k < f.outerSize(); ++k)
for (typename Factor::InnerIterator it(f, k); it; ++it) visit(it.row(), it.col(), it.value());
}
static Matrix<Index, Dynamic, 1> innerNonZeros(const Factor& f, bool rowMajor) {
Matrix<Index, Dynamic, 1> counts = Matrix<Index, Dynamic, 1>::Zero(rowMajor ? f.rows() : f.cols());
for (Index k = 0; k < f.outerSize(); ++k)
for (typename Factor::InnerIterator it(f, k); it; ++it) ++counts[rowMajor ? it.row() : it.col()];
return counts;
}
static auto transposed(const Factor& f) { return f.transpose(); }
static auto conjugated(const Factor& f) { return f.conjugate(); }
static auto adjointed(const Factor& f) { return f.adjoint(); }
/** \internal \returns the dense inverse, one SparseLU solve against the
* identity: O(n^2) storage and n substitutions; NaN when the factorization
* fails, see nanMatrix(). */
static InverseFactor inversed(const Factor& f) {
const ColMajorFactor colMajor(f);
SparseLU<ColMajorFactor> lu(colMajor);
if (lu.info() != Success) return nanMatrix(f.rows(), f.cols());
return lu.solve(InverseFactor::Identity(f.rows(), f.cols()));
}
/** \internal SparseLU aborts on an exactly zero or non-finite pivot column
* and leaves no usable factors, so such a factor solves and inverts to NaN:
* the sparse counterpart of the Inf/NaN a dense LU substitutes through. */
static InverseFactor nanMatrix(Index rows, Index cols) {
return InverseFactor::Constant(rows, cols, Scalar(NumTraits<RealScalar>::quiet_NaN()));
}
static InverseFactor denseFactor(const Factor& f) { return InverseFactor(f); }
static const Factor& blockOperand(const Factor& f) { return f; }
static bool isSquareIdentity(const Factor&) { return false; }
template <typename Dst, typename Alpha, typename Xpr>
static void addLeftProduct(Dst& dst, const Alpha& alpha, const Factor& f, const Xpr& X) {
dst.noalias() += alpha * (f * X);
}
template <typename Dst, typename Alpha, typename Xpr, typename Work>
static void addRightProduct(Dst& dst, const Alpha& alpha, const Xpr& X, const Factor& f, Work&) {
dst.noalias() += alpha * (X * f.transpose());
}
static int exponentBound(const Factor& f) { return structured_exponent_bound(f.coeffs()); }
static Scalar balancedDet(const Factor& M, Index& exponent) {
// Scale small factors up, exactly, so that the elimination runs on normal
// numbers: a subnormal near 2^e carries only e - min_exponent + digits bits.
// Scaling down could erase small pivots in factors with a wide exponent range.
const int bound = exponentBound(M);
const int scaleExponent = numext::mini(bound, 0);
ColMajorFactor normalized(M);
if (scaleExponent != 0) {
auto values = normalized.coeffs();
structured_ldexp_entries_exact(values, -scaleExponent);
}
kron_sparse_lu<ColMajorFactor> lu;
lu.compute(normalized);
if (lu.info() == Success) {
exponent += M.rows() * scaleExponent;
return lu.balancedDet(exponent);
}
// An aborted factorization met an exactly zero pivot column -- an exactly
// singular factor -- unless a non-finite entry defeated the pivot search.
return M.coeffs().allFinite() ? Scalar(0) : Scalar(NumTraits<RealScalar>::quiet_NaN());
}
};
template <typename Factor>
struct kron_factor_ops<Factor, kKronIdentityFactor> {
// Identity factor, possibly rectangular: the m x n matrix I with I(i,i) = 1
// for i < min(m, n). I X keeps the leading min(m, n) rows of X, X I^T its
// leading min(m, n) columns.
using Scalar = typename Factor::Scalar;
using TransposedFactor = kron_identity_factor<Scalar, Factor::ColsAtCompileTime, Factor::RowsAtCompileTime>;
using InverseFactor = Factor;
static constexpr bool StoresAllEntries = false;
static void prepare(Factor&) {}
static bool coeffIfStored(const Factor&, Index row, Index col, Scalar& value) {
if (row != col) return false;
value = Scalar(1);
return true;
}
template <typename Visitor>
static void forEachNonZero(const Factor& f, Visitor&& visit) {
for (Index k = 0; k < numext::mini(f.rows(), f.cols()); ++k) visit(k, k, Scalar(1));
}
static Matrix<Index, Dynamic, 1> innerNonZeros(const Factor& f, bool rowMajor) {
Matrix<Index, Dynamic, 1> counts = Matrix<Index, Dynamic, 1>::Zero(rowMajor ? f.rows() : f.cols());
counts.head(numext::mini(f.rows(), f.cols())).setOnes();
return counts;
}
static TransposedFactor transposed(const Factor& f) { return TransposedFactor(f.cols(), f.rows()); }
static const Factor& conjugated(const Factor& f) { return f; }
static TransposedFactor adjointed(const Factor& f) { return transposed(f); }
static const Factor& inversed(const Factor& f) { return f; }
static typename Factor::PlainObject denseFactor(const Factor& f) { return blockOperand(f); }
static typename Factor::PlainObject::IdentityReturnType blockOperand(const Factor& f) {
return Factor::PlainObject::Identity(f.rows(), f.cols());
}
static bool isSquareIdentity(const Factor& f) { return f.rows() == f.cols(); }
template <typename Dst, typename Alpha, typename Xpr>
static void addLeftProduct(Dst& dst, const Alpha& alpha, const Factor& f, const Xpr& X) {
const Index k = numext::mini(f.rows(), f.cols());
dst.topRows(k) += alpha * X.topRows(k);
}
template <typename Dst, typename Alpha, typename Xpr, typename Work>
static void addRightProduct(Dst& dst, const Alpha& alpha, const Xpr& X, const Factor& f, Work&) {
const Index k = numext::mini(f.rows(), f.cols());
dst.leftCols(k) += alpha * X.leftCols(k);
}
static Scalar balancedDet(const Factor&, Index&) { return Scalar(1); }
};
template <typename LhsMatrix, typename RhsMatrix>
struct kron_factor_ops<KroneckerOperator<LhsMatrix, RhsMatrix>, kKronKroneckerFactor> {
// Nested Kronecker factor K = L (x) R: every operation recurses into L and R.
using Factor = KroneckerOperator<LhsMatrix, RhsMatrix>;
using Scalar = typename Factor::Scalar;
using LhsOps = kron_factor_ops<LhsMatrix>;
using RhsOps = kron_factor_ops<RhsMatrix>;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using TransposedFactor = KroneckerOperator<typename LhsOps::TransposedFactor, typename RhsOps::TransposedFactor>;
using InverseFactor = KroneckerOperator<typename LhsOps::InverseFactor, typename RhsOps::InverseFactor>;
static constexpr bool StoresAllEntries = LhsOps::StoresAllEntries && RhsOps::StoresAllEntries;
static void prepare(Factor&) {}
static bool coeffIfStored(const Factor& f, Index row, Index col, Scalar& value) {
const Index m2 = f.rhs().rows(), n2 = f.rhs().cols();
Scalar a, b;
if (!LhsOps::coeffIfStored(f.lhs(), row / m2, col / n2, a) ||
!RhsOps::coeffIfStored(f.rhs(), row % m2, col % n2, b))
return false;
value = a * b;
return true;
}
// Visits (iA m2 + iB, jA n2 + jB) with the loop over L outermost, so a fixed
// column is visited in increasing row and a fixed row in increasing column,
// the order the sparse materialization inserts in.
template <typename Visitor>
static void forEachNonZero(const Factor& f, Visitor&& visit) {
const Index m2 = f.rhs().rows(), n2 = f.rhs().cols();
LhsOps::forEachNonZero(f.lhs(), [&f, &visit, m2, n2](Index iA, Index jA, const Scalar& a) {
RhsOps::forEachNonZero(f.rhs(), [&visit, m2, n2, iA, jA, &a](Index iB, Index jB, const Scalar& b) {
visit(iA * m2 + iB, jA * n2 + jB, a * b);
});
});
}
static Matrix<Index, Dynamic, 1> innerNonZeros(const Factor& f, bool rowMajor) {
const Matrix<Index, Dynamic, Dynamic, ColMajor> counts =
RhsOps::innerNonZeros(f.rhs(), rowMajor) * LhsOps::innerNonZeros(f.lhs(), rowMajor).transpose();
return counts.reshaped();
}
static TransposedFactor transposed(const Factor& f) { return f.transpose(); }
static Factor conjugated(const Factor& f) { return f.conjugate(); }
static TransposedFactor adjointed(const Factor& f) { return f.adjoint(); }
static InverseFactor inversed(const Factor& f) { return f.inverse(); }
static DenseMatrix denseFactor(const Factor& f) { return DenseMatrix(f); }
static DenseMatrix blockOperand(const Factor& f) { return denseFactor(f); }
static bool isSquareIdentity(const Factor&) { return false; }
template <typename Dst, typename Alpha, typename Xpr>
static void addLeftProduct(Dst& dst, const Alpha& alpha, const Factor& f, const Xpr& X) {
f.addProduct(dst, X, alpha);
}
// X K^T without forming X^T: with X_j = X(:, j nR : (j+1) nR - 1), j < nL,
// X (L (x) R)^T = W L^T, W(:, j) = vec(X_j R^T), W (p mR) x nL in work,
// and W = X_{[p nR x nL]} when R is a square identity.
template <typename Dst, typename Alpha, typename Xpr, typename Work>
static void addRightProduct(Dst& dst, const Alpha& alpha, const Xpr& X, const Factor& f, Work& work) {
const Index p = X.rows(), mL = f.lhs().rows(), nL = f.lhs().cols(), mR = f.rhs().rows(), nR = f.rhs().cols();
auto dstL = dst.reshaped(p * mR, mL);
if (RhsOps::isSquareIdentity(f.rhs())) {
LhsOps::addRightProduct(dstL, alpha, X.reshaped(p * nR, nL), f.lhs(), work);
} else if (LhsOps::isSquareIdentity(f.lhs())) {
for (Index j = 0; j < nL; ++j) {
auto dstj = dst.middleCols(j * mR, mR);
RhsOps::addRightProduct(dstj, alpha, X.middleCols(j * nR, nR), f.rhs(), work);
}
} else {
Work inner; // scratch for L and R while work holds W; allocated only if one is nested
work.setZero(p * mR, nL);
for (Index j = 0; j < nL; ++j) {
auto Wj = work.col(j).reshaped(p, mR);
RhsOps::addRightProduct(Wj, Alpha(1), X.middleCols(j * nR, nR), f.rhs(), inner);
}
LhsOps::addRightProduct(dstL, alpha, work, f.lhs(), inner);
}
}
static Scalar balancedDet(const Factor& f, Index& exponent) { return f.balancedDeterminant(exponent); }
};
/** \internal Per-factor solve adapter for KroneckerOperator::solve(): a dense
* factor is LU-factorized once, a sparse factor once by SparseLU, a diagonal
* factor is solved by entrywise division, an identity not at all, and a nested
* Kronecker factor through the adapters of its own factors. */
template <typename Factor, int Kind = kron_factor_kind<Factor>()>
class kron_factor_solver {
public:
using Scalar = typename Factor::Scalar;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
explicit kron_factor_solver(const Factor& f) : m_lu(f) {}
/** \internal \returns \f$ F^{-1} M \f$. */
template <typename Xpr>
DenseMatrix solveLeft(const Xpr& M) const {
return m_lu.solve(M);
}
/** \internal \returns \f$ M F^{-T} \f$. */
template <typename Xpr>
DenseMatrix solveTransposedRight(const Xpr& M) const {
return m_lu.solve(M.transpose()).transpose();
}
private:
PartialPivLU<DenseMatrix> m_lu;
};
template <typename Factor>
class kron_factor_solver<Factor, kKronDiagonalFactor> {
public:
using Scalar = typename Factor::Scalar;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
explicit kron_factor_solver(const Factor& f) : m_d(f.diagonal()) {}
template <typename Xpr>
DenseMatrix solveLeft(const Xpr& M) const {
return (M.array().colwise() / m_d.array()).matrix();
}
template <typename Xpr>
DenseMatrix solveTransposedRight(const Xpr& M) const {
return (M.array().rowwise() / m_d.transpose().array()).matrix();
}
private:
typename Factor::DiagonalVectorType m_d;
};
template <typename Factor>
class kron_factor_solver<Factor, kKronSparseFactor> {
public:
using Scalar = typename Factor::Scalar;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using ColMajorFactor = SparseMatrix<Scalar, ColMajor, typename Factor::StorageIndex>;
explicit kron_factor_solver(const Factor& f) {
m_lu.compute(ColMajorFactor(f));
m_factorized = m_lu.info() == Success; // else the solves fill with NaN, see kron_factor_ops::nanMatrix
}
template <typename Xpr>
DenseMatrix solveLeft(const Xpr& M) const {
if (!m_factorized) return kron_factor_ops<Factor>::nanMatrix(M.rows(), M.cols());
return m_lu.solve(M);
}
template <typename Xpr>
DenseMatrix solveTransposedRight(const Xpr& M) const {
if (!m_factorized) return kron_factor_ops<Factor>::nanMatrix(M.rows(), M.cols());
// SparseLU solves into column-major storage only, which a transposed Solve
// expression would not evaluate into; the right-hand side stays a view.
const DenseMatrix Xt = m_lu.solve(M.transpose());
return Xt.transpose();
}
private:
bool m_factorized;
SparseLU<ColMajorFactor> m_lu;
};
template <typename Factor>
class kron_factor_solver<Factor, kKronIdentityFactor> {
public:
using Scalar = typename Factor::Scalar;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
explicit kron_factor_solver(const Factor&) {}
template <typename Xpr>
DenseMatrix solveLeft(const Xpr& M) const {
return M;
}
template <typename Xpr>
DenseMatrix solveTransposedRight(const Xpr& M) const {
return M;
}
};
/** \internal A nested factor K = L (x) R is solved through the solvers of L and
* R, each factorized once. */
template <typename LhsMatrix, typename RhsMatrix>
class kron_factor_solver<KroneckerOperator<LhsMatrix, RhsMatrix>, kKronKroneckerFactor> {
public:
using Factor = KroneckerOperator<LhsMatrix, RhsMatrix>;
using Scalar = typename Factor::Scalar;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
explicit kron_factor_solver(const Factor& f)
: m_solverA(squareFactor(f.lhs())),
m_solverB(squareFactor(f.rhs())),
m_n1(f.lhs().cols()),
m_n2(f.rhs().cols()) {}
template <typename Xpr>
DenseMatrix solveLeft(const Xpr& M) const {
DenseMatrix x(M.rows(), M.cols());
Factor::solveWith(m_solverA, m_solverB, m_n1, m_n2, M, x);
return x;
}
// M K^{-T} = (K^{-1} M^T)^T.
template <typename Xpr>
DenseMatrix solveTransposedRight(const Xpr& M) const {
return solveLeft(M.transpose()).transpose();
}
private:
template <typename F>
static const F& squareFactor(const F& f) {
eigen_assert(f.rows() == f.cols() && "KroneckerOperator::solve requires square factors");
return f;
}
kron_factor_solver<LhsMatrix> m_solverA;
kron_factor_solver<RhsMatrix> m_solverB;
Index m_n1, m_n2;
};
/** \internal Per-factor eigen- and singular-value decompositions behind
* KroneckerOperator::eigenvalues(), eigenvectors(), singularValues(), matrixU()
* and matrixV(): a dense decomposition of the materialized factor, except for a
* nested Kronecker factor, which recurses into its own factors -- O(n_L^3 +
* n_R^3) instead of O((n_L n_R)^3), and the eigenvalues of defective factors
* keep the sensitivity of the factors' Jordan blocks instead of the longer
* blocks of their product. */
template <typename Factor, int Kind = kron_factor_kind<Factor>()>
struct kron_factor_spectrum {
using Ops = kron_factor_ops<Factor>;
using Scalar = typename Factor::Scalar;
using RealScalar = typename NumTraits<Scalar>::Real;
using ComplexScalar = std::complex<RealScalar>;
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using RealVector = Matrix<RealScalar, Dynamic, 1>;
using ComplexMatrix = Matrix<ComplexScalar, Dynamic, Dynamic, ColMajor>;
using ComplexVector = Matrix<ComplexScalar, Dynamic, 1>;
using Eigenvectors = ComplexMatrix;
using SingularVectors = DenseMatrix;
static ComplexMatrix complexFactor(const Factor& f) { return Ops::denseFactor(f).template cast<ComplexScalar>(); }
static ComplexVector eigenvalues(const Factor& f) {
ComplexEigenSolver<ComplexMatrix> es(complexFactor(f), /*computeEigenvectors=*/false);
eigen_assert(es.info() == Success);
return es.eigenvalues();
}
static Eigenvectors eigenvectors(const Factor& f) {
ComplexEigenSolver<ComplexMatrix> es(complexFactor(f));
eigen_assert(es.info() == Success);
return es.eigenvectors();
}
static RealVector singularValues(const Factor& f) {
return BDCSVD<DenseMatrix>(Ops::denseFactor(f)).singularValues();
}
static SingularVectors matrixU(const Factor& f) {
return BDCSVD<DenseMatrix, ComputeThinU>(Ops::denseFactor(f)).matrixU();
}
static SingularVectors matrixV(const Factor& f) {
return BDCSVD<DenseMatrix, ComputeThinV>(Ops::denseFactor(f)).matrixV();
}
};
template <typename LhsMatrix, typename RhsMatrix>
struct kron_factor_spectrum<KroneckerOperator<LhsMatrix, RhsMatrix>, kKronKroneckerFactor> {
using Factor = KroneckerOperator<LhsMatrix, RhsMatrix>;
using Eigenvectors = KroneckerOperator<typename kron_factor_spectrum<LhsMatrix>::Eigenvectors,
typename kron_factor_spectrum<RhsMatrix>::Eigenvectors>;
using SingularVectors = KroneckerOperator<typename kron_factor_spectrum<LhsMatrix>::SingularVectors,
typename kron_factor_spectrum<RhsMatrix>::SingularVectors>;
static typename Factor::ComplexVector eigenvalues(const Factor& f) { return f.eigenvalues(); }
static Eigenvectors eigenvectors(const Factor& f) { return f.eigenvectors(); }
static typename Factor::RealVector singularValues(const Factor& f) { return f.singularValues(); }
static SingularVectors matrixU(const Factor& f) { return f.matrixU(); }
static SingularVectors matrixV(const Factor& f) { return f.matrixV(); }
};
} // namespace internal
/** \ingroup StructuredMatrices_Module
* \class KroneckerOperator
* \brief The Kronecker product \f$ A \otimes B \f$ as an implicit operator that is
* never materialized.
*
* For \c A of size \c m1 x \c n1 and \c B of size \c m2 x \c n2, the Kronecker
* product is the \c m1*m2 x \c n1*n2 block matrix whose block \c (i,j) is
* \c A(i,j)*B.
*
* Throughout, \f$ \mathrm{vec}(X) \f$ stacks the \b columns of \c X, whatever
* the storage order of the operands and independently of
* \c EIGEN_DEFAULT_TO_ROW_MAJOR: for \c X of size \c n2 x \c n1, entry
* \c j*n2+i of \f$ \mathrm{vec}(X) \f$ is \c X(i,j), and its inverse
* \f$ \mathrm{mat}(x) \f$ is \c x.reshaped(n2,n1). Under this convention the
* product is \f$ (A \otimes B)\,\mathrm{vec}(X) = \mathrm{vec}(B X A^T) \f$; with
* row-major stacking \f$ \mathrm{vec}_r \f$ of \c Z of size \c n1 x \c n2 the
* same product reads \f$ (A \otimes B)\,\mathrm{vec}_r(Z) = \mathrm{vec}_r(A Z B^T) \f$.
*
* This class stores only the two factors and evaluates every operation through
* them:
*
* - the product uses the vec identity, costing O(m2 n2 n1 + m2 n1 m1) per
* right-hand side instead of the O(m1 m2 n1 n2) of a materialized product;
* right-hand sides are applied in cache-sized batches, one product with each
* factor per batch;
* - linear solves and \ref inverse factor through decompositions of \c A and
* \c B (\f$ (A \otimes B)^{-1} = A^{-1} \otimes B^{-1} \f$); minimum-norm
* least-squares solves (\f$ (A \otimes B)^+ = A^+ \otimes B^+ \f$) use one
* complete orthogonal decomposition per factor, deciding each factor's rank
* on its own; \ref rank goes through the factor SVDs, thresholding the
* pairwise singular-value products \f$ \sigma_i(A)\,\sigma_j(B) \f$ -- the
* singular values of the Kronecker product -- at the product level;
* - the eigendecomposition and the (thin) SVD are Kronecker products of the
* factor decompositions: the eigenvector and singular-vector matrices are
* returned as \c KroneckerOperator objects themselves, never materialized;
* - \ref determinant uses \f$ \det(A \otimes B) = \det(A)^{n_2}\det(B)^{n_1} \f$,
* accumulated in an exponent-balanced form so it neither overflows nor
* underflows when the result is representable.
*
* The class is closed under \ref transpose, \ref conjugate and \ref adjoint
* (\f$ (A \otimes B)^T = A^T \otimes B^T \f$). \c operator* returns an Eigen
* product expression, so the operator plugs into the matrix-free iterative
* solvers, and it can be assigned to a dense matrix when an explicit
* representation is needed. As with any matrix-free operator, the iterative
* solvers must be instantiated with \c IdentityPreconditioner (e.g.
* \c ConjugateGradient<KroneckerOperator<MatrixXd,MatrixXd>,Lower|Upper,IdentityPreconditioner>):
* the default preconditioners read individual coefficients through \c col() or
* \c InnerIterator, which the structured operators do not expose.
*
* In contrast to \c kroneckerProduct() (the KroneckerProduct module), which
* builds an expression meant to be evaluated into a dense matrix, this class is
* an operator meant to be applied and solved with, without ever forming the
* product.
*
* Either factor may be a \c DiagonalMatrix. A diagonal factor is stored as its
* diagonal -- O(n) instead of O(n^2) -- its side of every product is a diagonal
* scaling instead of a GEMM, \ref solve divides entrywise instead of
* factorizing, and \ref transpose, \ref conjugate, \ref adjoint, \ref inverse
* and \ref determinant never leave diagonal form.
*
* Either factor may also be an identity, passed as an \c Identity() expression
* (\c MatrixXd::Identity(p, p)): makeKroneckerOperator() stores it as an
* internal identity factor holding only its dimensions (assignable, unlike the
* expression), its side of a product is skipped, and its solves are the
* identity map. This covers the identity-Kronecker operators
* \f$ I \otimes A \f$ and \f$ A \otimes I \f$ ubiquitous in finite-difference
* and Sylvester/Lyapunov settings, e.g.
* \code
* auto K = makeKroneckerOperator(MatrixXd::Identity(p, p), A); // I_p (x) A, y = K * x is one product with A
* \endcode
* A rectangular \c Identity(m, n) is the \c m x \c n matrix with ones on the
* main diagonal. The unit \c DiagonalMatrix \c VectorXd::Ones(p).asDiagonal()
* describes the same operator but is applied as a scaling.
*
* The decomposition family (\ref eigenvalues, \ref eigenvectors,
* \ref singularValues, \ref matrixU, \ref matrixV, \ref leastSquaresSolve,
* \ref rank) currently materializes a diagonal or identity factor densely for
* the factor decomposition.
*
* Either factor may also be a \c SparseMatrix, stored compressed. Its side of
* a product is a sparse-dense product -- O(nnz) instead of O(m n) per column of
* the reshaped right-hand side -- \ref solve factorizes it once with
* \c SparseLU and back-substitutes, \ref transpose, \ref conjugate and \ref adjoint
* stay sparse, and \ref determinant accumulates the SparseLU pivots in the same
* balanced form as the dense LU path, scaling small factors up before
* factorization to keep the elimination out of the subnormal range. Its \ref inverse is
* dense (one SparseLU solve against the identity), and the decomposition family
* densifies it like a diagonal factor. A product with non-finite data
* propagates Inf/NaN as the two factor products do, not as a product with the
* materialized sparse matrix would. A sparse factor whose \c SparseLU factorization
* fails -- an exactly zero or non-finite pivot column -- solves
* and inverts to NaN, and has determinant 0 when exactly singular (NaN when
* non-finite). Assigning the operator to a \c SparseMatrix materializes the
* product sparsely, every inner vector reserved to its exact size. For a sparse
* \c A of size \c n with \c nnz(A) stored entries:
* \code
* auto K = makeKroneckerOperator(MatrixXd::Identity(p, p), A); // I_p (x) A
* VectorXd y = K * x; // O(p nnz(A)), no p n x p n matrix
* VectorXd z = K.solve(b); // one SparseLU of A, then p column solves
* SparseMatrix<double> M;
* M = K; // p nnz(A) stored entries, when the matrix itself is needed
* \endcode
*
* Finally, either factor may be a \c KroneckerOperator itself, so products of
* three or more factors stay implicit: \f$ A \otimes (B \otimes C) \f$ applies
* \f$ B \otimes C \f$ through its own vec identity, and solves, the
* determinant, the transposition family, materialization, \ref eigenvalues,
* \ref eigenvectors and the SVD (\ref singularValues, \ref matrixU,
* \ref matrixV, whose vector matrices nest the same way) recurse into the
* nested factors; \ref rank and \ref leastSquaresSolve materialize a nested
* factor. \c makeKroneckerOperator(a, b, c, ...) builds this right-nested
* form; e.g. the middle term \f$ I_p \otimes A \otimes I_q \f$ of a 3-D
* finite-difference operator is
* \code
* auto K = makeKroneckerOperator(MatrixXd::Identity(p, p), A, MatrixXd::Identity(q, q));
* VectorXd y = K * x; // O(p q nnz(A)), A (x) I_q is never formed either
* \endcode
*
* \tparam LhsMatrix the type of the left factor \c A: a dense \c Matrix, a
* \c DiagonalMatrix to exploit diagonal structure, a \c SparseMatrix to
* exploit sparsity, an identity factor (what makeKroneckerOperator()
* stores an \c Identity() expression as), or a \c KroneckerOperator.
* \tparam RhsMatrix the type of the right factor \c B, under the same
* convention; its scalar type must match that of \c LhsMatrix.
*
* \sa makeKroneckerOperator(), class Circulant, class Toeplitz
*/
template <typename LhsMatrix, typename RhsMatrix>
class KroneckerOperator : public EigenBase<KroneckerOperator<LhsMatrix, RhsMatrix>> {
public:
using Scalar = typename LhsMatrix::Scalar;
using RealScalar = typename NumTraits<Scalar>::Real;
using StorageIndex = int;
static_assert(std::is_same<Scalar, typename RhsMatrix::Scalar>::value,
"KroneckerOperator requires both factors to have the same scalar type");
static_assert((internal::kron_factor_is_dense_matrix<LhsMatrix>::value ||
internal::kron_factor_kind<LhsMatrix>() != internal::kKronDenseFactor) &&
(internal::kron_factor_is_dense_matrix<RhsMatrix>::value ||
internal::kron_factor_kind<RhsMatrix>() != internal::kKronDenseFactor),
"KroneckerOperator factors must be plain Matrix, DiagonalMatrix or SparseMatrix types, identity "
"factors (makeKroneckerOperator stores an Identity() expression as one) or KroneckerOperators (owning "
"their storage: views and other expressions would dangle)");
private:
// Factor-kind dispatch, see kron_factor_ops.
using LhsOps = internal::kron_factor_ops<LhsMatrix>;
using RhsOps = internal::kron_factor_ops<RhsMatrix>;
using LhsSpectrum = internal::kron_factor_spectrum<LhsMatrix>;
using RhsSpectrum = internal::kron_factor_spectrum<RhsMatrix>;
template <typename, int>
friend struct internal::kron_factor_ops;
template <typename, int>
friend class internal::kron_factor_solver;
public:
using ComplexScalar = std::complex<RealScalar>;
// The vec-trick reshapes below identify a vector of length n1*n2 with an
// n2 x n1 matrix whose columns are stacked, so every workspace taking part
// in a reshape is pinned to ColMajor explicitly: the semantics must not
// change under EIGEN_DEFAULT_TO_ROW_MAJOR.
using DenseMatrix = Matrix<Scalar, Dynamic, Dynamic, ColMajor>;
using RealVector = Matrix<RealScalar, Dynamic, 1>;
using ComplexMatrix = Matrix<ComplexScalar, Dynamic, Dynamic, ColMajor>;
using ComplexVector = Matrix<ComplexScalar, Dynamic, 1>;
static constexpr int RowsAtCompileTime =
internal::size_at_compile_time(LhsMatrix::RowsAtCompileTime, RhsMatrix::RowsAtCompileTime);
static constexpr int ColsAtCompileTime =
internal::size_at_compile_time(LhsMatrix::ColsAtCompileTime, RhsMatrix::ColsAtCompileTime);
static constexpr int MaxRowsAtCompileTime = RowsAtCompileTime;
static constexpr int MaxColsAtCompileTime = ColsAtCompileTime;
static constexpr int SizeAtCompileTime = internal::size_at_compile_time(RowsAtCompileTime, ColsAtCompileTime);
static constexpr int MaxSizeAtCompileTime = SizeAtCompileTime;
static constexpr bool IsRowMajor = false;
// Deliberately no IsVectorAtCompileTime: Ref<const KroneckerOperator>'s default
// StrideType argument reads it, so its absence makes internal::is_ref_compatible
// SFINAE to false and keeps the iterative solvers on their matrix-free path.
/** Builds the operator \c A (x) \c B from the two factors, evaluated into the
* operator's factor types: a dense expression into a \c Matrix, a diagonal
* one into a \c DiagonalMatrix (stored as its diagonal), a sparse one into a
* compressed \c SparseMatrix, an \c Identity() expression into an identity
* factor holding its dimensions; a \c KroneckerOperator is copied as it is. */
template <typename LhsDerived, typename RhsDerived>
KroneckerOperator(const EigenBase<LhsDerived>& a, const EigenBase<RhsDerived>& b)
: m_A(a.derived()), m_B(b.derived()) {
eigen_assert(m_A.size() > 0 && m_B.size() > 0 && "KroneckerOperator factors must be non-empty");
LhsOps::prepare(m_A);
RhsOps::prepare(m_B);
}
EIGEN_DEVICE_FUNC Index rows() const { return m_A.rows() * m_B.rows(); }
EIGEN_DEVICE_FUNC Index cols() const { return m_A.cols() * m_B.cols(); }
/** \returns the left factor \c A. */
const LhsMatrix& lhs() const { return m_A; }
/** \returns the right factor \c B. */
const RhsMatrix& rhs() const { return m_B; }
/** \returns the coefficient at row \a row and column \a col. */
Scalar coeff(Index row, Index col) const {
eigen_assert(row >= 0 && row < rows() && col >= 0 && col < cols());
const Index m2 = m_B.rows(), n2 = m_B.cols();
Scalar a, b;
if (!LhsOps::coeffIfStored(m_A, row / m2, col / n2, a) || !RhsOps::coeffIfStored(m_B, row % m2, col % n2, b))
return Scalar(0);
return a * b;
}
/** \returns the transpose \f$ A^T \otimes B^T \f$, itself a Kronecker
* operator. A diagonal factor stays diagonal (it is its own transpose). */
KroneckerOperator<typename LhsOps::TransposedFactor, typename RhsOps::TransposedFactor> transpose() const {
return {LhsOps::transposed(m_A), RhsOps::transposed(m_B)};
}
/** \returns the conjugate \f$ \bar A \otimes \bar B \f$, itself a Kronecker operator. */
KroneckerOperator conjugate() const { return {LhsOps::conjugated(m_A), RhsOps::conjugated(m_B)}; }
/** \returns the adjoint \f$ A^H \otimes B^H \f$, itself a Kronecker
* operator. A diagonal factor stays diagonal (its adjoint is its conjugate). */
KroneckerOperator<typename LhsOps::TransposedFactor, typename RhsOps::TransposedFactor> adjoint() const {
return {LhsOps::adjointed(m_A), RhsOps::adjointed(m_B)};
}
/** \returns the solution of \c (*this) * x = b for \b square factors, obtained
* from one LU decomposition per dense factor and one \c SparseLU per sparse
* factor (a diagonal factor is solved by entrywise division instead):
* reshaping \c b column-wise as \c mat(b) of size \c n2 x \c n1, the system
* reads \f$ B X A^T = \mathrm{mat}(b) \f$, so
* \f$ X = B^{-1} \mathrm{mat}(b) A^{-T} \f$. Right-hand sides are solved
* in cache-sized batches, one solve per factor per batch, at O(n1^3 + n2^3 +
* nrhs (n1 + n2) n1 n2) total cost for dense factors; a diagonal factor
* contributes only O(nrhs n1 n2), a sparse one its factorization plus its
* substitutions. As in any chain of solves, \f$ B^{-1} \mathrm{mat}(b) \f$
* can overflow (\c B tiny) or underflow (\c B huge, \c A tiny) on extreme
* factor magnitudes even when the solution is representable.
* \warning Both factors must be invertible, like in \c PartialPivLU: a
* singular dense factor substitutes Inf/NaN through the solution, and a
* sparse factor whose \c SparseLU factorization fails solves to NaN. Use
* \ref leastSquaresSolve for rank-deficient or rectangular factors. */
template <typename Rhs>
Matrix<Scalar, ColsAtCompileTime, Rhs::ColsAtCompileTime> solve(const MatrixBase<Rhs>& b) const {
EIGEN_STATIC_ASSERT(RowsAtCompileTime == Dynamic || Rhs::RowsAtCompileTime == Dynamic ||
int(RowsAtCompileTime) == int(Rhs::RowsAtCompileTime),
YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES)
const Index n1 = m_A.cols(), n2 = m_B.cols();
eigen_assert(m_A.rows() == n1 && m_B.rows() == n2 && "KroneckerOperator::solve requires square factors");
eigen_assert(b.rows() == n1 * n2 && "right-hand side has the wrong number of rows");
const internal::kron_factor_solver<LhsMatrix> solverA(m_A);
const internal::kron_factor_solver<RhsMatrix> solverB(m_B);
Matrix<Scalar, ColsAtCompileTime, Rhs::ColsAtCompileTime> x(n1 * n2, b.cols());
solveWith(solverA, solverB, n1, n2, b.derived(), x);
return x;
}
/** \returns the minimum-norm least-squares solution of \c (*this) * x = b,
* from one complete orthogonal decomposition per factor. Since
* \f$ (A \otimes B)^+ = A^+ \otimes B^+ \f$, the solution is
* \f$ X = B^+ \mathrm{mat}(b)\,(A^+)^T \f$, applied as one multi-right-hand-side
* solve with each factor's decomposition per batch, no SVD needed. Handles
* rectangular and rank-deficient factors. Supports multiple right-hand sides,
* applied in cache-sized batches.
*
* The numerical rank is decided per factor, from the diagonal of the pivoted
* QR inside \c CompleteOrthogonalDecomposition (so, as for any column-pivoted
* QR, a near-deficiency of the Kahan type can go undetected). This is
* backward stable: the decompositions perturb \c A and \c B separately, so
* each product singular value \f$ \sigma_i(A)\,\sigma_j(B) \f$ inherits only
* its factors' relative errors. It therefore need not agree with \ref rank,
* which thresholds the pairwise singular-value products at the product level:
* factors that are each full rank can form modes that \ref rank drops but this
* method inverts.
*
* Each factor is scaled by an exact power of two before its decomposition, so
* factor magnitudes alone cannot over- or underflow the decompositions or the
* intermediates; the right-hand side is not rescaled. A non-finite factor
* solves to NaN. */
template <typename Rhs>
Matrix<Scalar, ColsAtCompileTime, Rhs::ColsAtCompileTime> leastSquaresSolve(const MatrixBase<Rhs>& b) const {
EIGEN_STATIC_ASSERT(RowsAtCompileTime == Dynamic || Rhs::RowsAtCompileTime == Dynamic ||
int(RowsAtCompileTime) == int(Rhs::RowsAtCompileTime),
YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES)
const Index m1 = m_A.rows(), m2 = m_B.rows(), n1 = m_A.cols(), n2 = m_B.cols(), r = b.cols();
eigen_assert(b.rows() == m1 * m2 && "right-hand side has the wrong number of rows");
Matrix<Scalar, ColsAtCompileTime, Rhs::ColsAtCompileTime> x(cols(), r);
// The pivoted QR squares column norms, which over- or underflow on extreme
// factor magnitudes, so decompose 2^-eA A and 2^-eB B and fold
// 2^-(eA+eB) back into the solution.
DenseMatrix An = LhsOps::denseFactor(m_A), Bn = RhsOps::denseFactor(m_B);
if (!An.allFinite() || !Bn.allFinite()) {
// The pivoted QR would rank a non-finite column out instead of propagating it.
x.setConstant(Scalar(NumTraits<RealScalar>::quiet_NaN()));
return x;
}
const int eA = internal::structured_exponent_bound(An), eB = internal::structured_exponent_bound(Bn);
internal::structured_ldexp_entries_exact(An, -eA);
internal::structured_ldexp_entries_exact(Bn, -eB);
const CompleteOrthogonalDecomposition<DenseMatrix> codA(An), codB(Bn);
typename internal::nested_eval<Rhs, 1>::type actualRhs(b.derived());
DenseMatrix S, Z, X;
const Index chunk = rhsChunk<Scalar>(m1 * m2 + n2 * m1 + n1 * n2);
for (Index k0 = 0; k0 < r; k0 += chunk) {
const Index c = numext::mini(chunk, r - k0);
stackColumns(S, actualRhs.middleCols(k0, c), m2, m1);
Z = codB.solve(S.reshaped(m2, c * m1));
X = codA.solve(Z.reshaped(n2 * c, m1).transpose()).transpose();
internal::structured_ldexp_entries(X, -(eA + eB));
for (Index k = 0; k < c; ++k) x.col(k0 + k).reshaped(n2, n1) = X.middleRows(k * n2, n2);
}
return x;
}
/** \returns the numerical rank: the number of pairwise singular-value products
* \f$ \sigma_i(A)\,\sigma_j(B) \f$ -- the singular values of the Kronecker
* product -- that reach the threshold
* \c min(rows(),cols()) * epsilon * sigma_max(A) * sigma_max(B) (the
* \c SVDBase convention), and that reach the smallest normal number (the
* \c SVDBase threshold clamp, so subnormal products count as exact zeros).
* The relative comparison is made in ratio space,
* \f$ (\sigma_i(A)/\sigma_{max}(A))(\sigma_j(B)/\sigma_{max}(B)) \f$ against
* \c min(rows(),cols()) * epsilon, and the clamp in exponent space, so that
* neither the thresholds nor the products can spuriously under- or overflow.
* Thresholding the products matters: factors that are each
* full rank against their own threshold can still form pairwise products
* that are negligible at the product level, so the rank can be smaller than
* the product of the factor ranks. This costs two SVDs; \ref leastSquaresSolve
* decides each factor's rank on its own instead. */
Index rank() const {
BDCSVD<DenseMatrix> svdA(LhsOps::denseFactor(m_A)), svdB(RhsOps::denseFactor(m_B));
const RealVector sa = svdA.singularValues(), sb = svdB.singularValues();
// An exactly zero factor zeroes the whole operator (and would make the
// ratios below 0/0).
if (sa[0] == RealScalar(0) || sb[0] == RealScalar(0)) return 0;
const RealScalar tol = relativeRankThreshold();
const SingularModes modesA(sa), modesB(sb);
Index r = 0;
for (Index i = 0; i < sa.size(); ++i)
for (Index j = 0; j < sb.size(); ++j)
// Negated ratio comparison so NaN ratios count as non-zero.
if (modesA.retains(modesB, i, j, tol)) ++r;
return r;
}
/** \returns the inverse \f$ A^{-1} \otimes B^{-1} \f$, itself a Kronecker
* operator, for square invertible factors. A diagonal factor's inverse stays
* diagonal (entrywise reciprocals); a sparse factor's inverse is a dense
* matrix, computed by one \c SparseLU solve against the identity (NaN when
* the factorization fails). */
KroneckerOperator<typename LhsOps::InverseFactor, typename RhsOps::InverseFactor> inverse() const {
eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() &&
"KroneckerOperator::inverse requires square factors");
return {LhsOps::inversed(m_A), RhsOps::inversed(m_B)};
}
/** \returns the determinant \f$ \det(A)^{n_2} \det(B)^{n_1} \f$ for square
* factors \c A of size \c n1 and \c B of size \c n2. The product is
* accumulated from the factor LU diagonals (the \c SparseLU pivots for a
* sparse factor, the diagonal itself for a diagonal factor, skipping the LU;
* 1 for an identity; recursively for a nested Kronecker factor, whose own
* factors must then be square) in the balanced form \c m * 2^e --
* every factor and the running product are renormalized to unit magnitude
* with the power of two tracked separately -- so the partial products (in
* particular \c det(A) and \c det(B) themselves, which can overflow or
* underflow on their own) never leave the representable range when the
* determinant itself is representable. */
Scalar determinant() const {
eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() &&
"KroneckerOperator::determinant requires square factors");
Index exponent = 0;
const Scalar mant = balancedDeterminant(exponent);
return internal::structured_ldexp_clamped(mant, exponent);
}
/** \returns the eigenvalues for square factors, in Kronecker order: entry
* \c i*n2 + j is \f$ \lambda_i(A)\,\mu_j(B) \f$, matching column \c i*n2 + j of
* \ref eigenvectors. The set is not sorted -- there is no canonical eigenvalue
* order, and sorting would break the Kronecker structure of the eigenvector
* matrix. */
ComplexVector eigenvalues() const {
eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() &&
"KroneckerOperator::eigenvalues requires square factors");
// Column-major stacking of the nB x nA outer product puts mu_j(B) lambda_i(A)
// at index i*nB + j, the Kronecker order.
return (RhsSpectrum::eigenvalues(m_B) * LhsSpectrum::eigenvalues(m_A).transpose()).reshaped();
}
/** \returns the matrix of eigenvectors \f$ V_A \otimes V_B \f$ for square
* factors -- itself a Kronecker operator, never materialized. Column
* \c i*n2 + j is \f$ v_i(A) \otimes v_j(B) \f$ and matches
* \c eigenvalues()[i*n2 + j]. Assign it to a dense matrix to materialize. */
KroneckerOperator<typename LhsSpectrum::Eigenvectors, typename RhsSpectrum::Eigenvectors> eigenvectors() const {
eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() &&
"KroneckerOperator::eigenvectors requires square factors");
return {LhsSpectrum::eigenvectors(m_A), RhsSpectrum::eigenvectors(m_B)};
}
/** \returns the singular values of the thin SVD
* \f$ A \otimes B = U \Sigma V^H \f$ in Kronecker order: entry \c i*k_B + j is
* \f$ \sigma_i(A)\,\sigma_j(B) \f$ with \c k_A, \c k_B the factor thin ranks
* \c min(rows, cols), matching the columns of \ref matrixU and \ref matrixV.
* The values are not sorted (sorting would break the Kronecker structure of
* \c U and \c V); for rectangular shapes the full SVD pads this set with
* \c min(rows(),cols()) - k_A*k_B structural zeros. */
RealVector singularValues() const {
// Column-major stacking of the kB x kA outer product puts sigma_j(B) sigma_i(A)
// at index i*kB + j, the Kronecker order.
return (RhsSpectrum::singularValues(m_B) * LhsSpectrum::singularValues(m_A).transpose()).reshaped();
}
/** \returns the left singular vectors \f$ U_A \otimes U_B \f$ of the thin SVD,
* itself a Kronecker operator with orthonormal columns; column \c i*k_B + j
* matches \c singularValues()[i*k_B + j]. */
KroneckerOperator<typename LhsSpectrum::SingularVectors, typename RhsSpectrum::SingularVectors> matrixU() const {
return {LhsSpectrum::matrixU(m_A), RhsSpectrum::matrixU(m_B)};
}
/** \returns the right singular vectors \f$ V_A \otimes V_B \f$ of the thin SVD,
* itself a Kronecker operator with orthonormal columns; column \c i*k_B + j
* matches \c singularValues()[i*k_B + j]. */
KroneckerOperator<typename LhsSpectrum::SingularVectors, typename RhsSpectrum::SingularVectors> matrixV() const {
return {LhsSpectrum::matrixV(m_A), RhsSpectrum::matrixV(m_B)};
}
/** \internal Writes the representation into \a dst, dense or sparse according
* to the destination's storage kind; invoked through \c dense = kron; and
* \c sparse = kron; (there is no converting constructor for a SparseMatrix). */
template <typename Dest>
void evalTo(Dest& dst) const {
evalToImpl(dst, IsSparseDestination<Dest>());
}
/** \internal Computes \c dst += (*this), see evalTo(). */
template <typename Dest>
void addTo(Dest& dst) const {
addToImpl(dst, IsSparseDestination<Dest>());
}
/** \internal Computes \c dst -= (*this), see evalTo(). */
template <typename Dest>
void subTo(Dest& dst) const {
subToImpl(dst, IsSparseDestination<Dest>());
}
private:
template <typename Dest>
using IsSparseDestination = std::is_same<typename internal::traits<Dest>::StorageKind, Sparse>;
/** \internal The dense representation, one block per stored entry of \c A. A
* diagonal or sparse \c B writes each block through the diagonal- or
* sparse-to-dense assignment (zeros plus the stored entries); the structurally
* zero blocks of a diagonal or sparse \c A are cleared up front instead of
* visited. */
template <typename Dest>
void evalToImpl(Dest& dst, std::false_type) const {
const Index m2 = m_B.rows(), n2 = m_B.cols();
if (!LhsOps::StoresAllEntries) dst.setZero();
const auto& B = RhsOps::blockOperand(m_B);
LhsOps::forEachNonZero(
m_A, [&dst, &B, m2, n2](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) = a * B; });
}
template <typename Dest>
void addToImpl(Dest& dst, std::false_type) const {
const Index m2 = m_B.rows(), n2 = m_B.cols();
const auto& B = RhsOps::blockOperand(m_B);
LhsOps::forEachNonZero(
m_A, [&dst, &B, m2, n2](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) += a * B; });
}
template <typename Dest>
void subToImpl(Dest& dst, std::false_type) const {
const Index m2 = m_B.rows(), n2 = m_B.cols();
const auto& B = RhsOps::blockOperand(m_B);
LhsOps::forEachNonZero(
m_A, [&dst, &B, m2, n2](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) -= a * B; });
}
/** \internal The sparse representation. Every stored entry of \c A (all
* entries of a dense factor, the diagonal of a diagonal one, the nonzeros of a
* sparse one) meets every stored entry of \c B, so \a dst holds exactly the
* products of the stored entries, explicit zeros included (\c prune() drops
* them). Each inner vector is reserved to its exact final size, the product of
* the factors' inner-vector counts, and receives its entries in increasing
* inner index for every mix of storage orders: with the loop over \c A
* outermost, the visits to a fixed column <tt>(jA, jB)</tt> are lexicographic
* in <tt>(iA, iB)</tt>, and those to a fixed row in <tt>(jA, jB)</tt>. */
template <typename Dest>
void evalToImpl(Dest& S, std::true_type) const {
const Index m2 = m_B.rows(), n2 = m_B.cols();
S.resize(rows(), cols());
using IndexVector = Matrix<Index, Dynamic, 1>;
const IndexVector nnzA = LhsOps::innerNonZeros(m_A, Dest::IsRowMajor);
const IndexVector nnzB = RhsOps::innerNonZeros(m_B, Dest::IsRowMajor);
// Inner vectors kA of A and kB of B meet in inner vector kA * nnzB.size() + kB
// of the product: the column-major stacking of the count outer product.
const Matrix<Index, Dynamic, Dynamic, ColMajor> counts = nnzB * nnzA.transpose();
S.reserve(counts.reshaped());
LhsOps::forEachNonZero(m_A, [&S, m2, n2, this](Index iA, Index jA, const Scalar& a) {
RhsOps::forEachNonZero(m_B, [&S, m2, n2, iA, jA, &a](Index iB, Index jB, const Scalar& b) {
S.insert(iA * m2 + iB, jA * n2 + jB) = a * b;
});
});
S.makeCompressed();
}
template <typename Dest>
void addToImpl(Dest& dst, std::true_type) const {
typename Dest::PlainObject product;
evalTo(product);
dst += product;
}
template <typename Dest>
void subToImpl(Dest& dst, std::true_type) const {
typename Dest::PlainObject product;
evalTo(product);
dst -= product;
}
public:
/** \returns the product expression \c (*this) * \a x, evaluated through the vec
* identity without materializing the Kronecker product. The expression carries
* the default product tag, so assigning it behaves like any dense product: a
* temporary resolves aliasing between the destination and \a x, and
* \c .noalias() skips it. */
template <typename Rhs>
Product<KroneckerOperator, Rhs> operator*(const MatrixBase<Rhs>& x) const {
EIGEN_STATIC_ASSERT(ColsAtCompileTime == Dynamic || Rhs::RowsAtCompileTime == Dynamic ||
int(ColsAtCompileTime) == int(Rhs::RowsAtCompileTime),
INVALID_MATRIX_PRODUCT)
eigen_assert(x.rows() == cols() && "invalid product: dimensions do not match");
return Product<KroneckerOperator, Rhs>(*this, x.derived());
}
/** \internal Computes \c dst += alpha * (*this) * rhs through the vec identity
* \f$ (A \otimes B)\,\mathrm{vec}(X) = \mathrm{vec}(B X A^T) \f$ of [1], one
* product per factor -- a GEMM, an SpMM for a sparse factor, a scaling for a
* diagonal one, nothing for a square identity. A single right-hand side is
* reshaped in place, \f$ \mathrm{mat}(y) \mathrel{+}= \alpha B X A^T \f$ with
* \f$ X = \mathrm{mat}(x) \f$, so with a square identity factor the product is
* one pass of the other factor over \a x. Several right-hand sides are applied
* \c c at a time, see rhsChunk(): with \f$ X_k = \mathrm{mat}(x_k) \f$ stacked
* as block rows of \f$ \hat X \f$ (\c n2*c x \c n1), see stackColumns(),
* \f[ \hat Y = \big(B\,\hat X_{[n_2 \times c n_1]}\big)_{[m_2 c \times n_1]}\,A^T,
* \qquad \hat Y_k = B X_k A^T = \mathrm{mat}(y_k), \f]
* where \f$ M_{[p \times q]} \f$ is the column-major reshape.
* \c ProductScalar is the promoted scalar of the product (complex when a real
* operator is applied to a complex right-hand side); the workspaces and the
* accumulation run in the promoted type. As in any product chain, \f$ B X \f$
* can overflow on extreme factor magnitudes (\c B huge, \c A tiny) even when
* the product is representable, and Inf/NaN propagate as through the two
* products. */
template <typename Dest, typename Rhs, typename ProductScalar>
void addProduct(Dest& dst, const Rhs& rhs, const ProductScalar& alpha) const {
using ProductMatrix = Matrix<ProductScalar, Dynamic, Dynamic, ColMajor>; // ColMajor: see DenseMatrix
const Index m1 = m_A.rows(), n1 = m_A.cols(), m2 = m_B.rows(), n2 = m_B.cols(), r = rhs.cols();
eigen_assert(rhs.rows() == n1 * n2 && "invalid product: dimensions do not match");
typename internal::nested_eval<Rhs, 1>::type actualRhs(rhs);
const bool skipA = LhsOps::isSquareIdentity(m_A), skipB = RhsOps::isSquareIdentity(m_B);
ProductMatrix X, BX, Y, work;
const Index chunk = rhsChunk<ProductScalar>(n1 * n2 + m2 * n1 + m2 * m1);
for (Index k0 = 0; k0 < r; k0 += chunk) {
const Index c = numext::mini(chunk, r - k0);
if (c == 1) {
const auto Xk = actualRhs.col(k0).reshaped(n2, n1);
auto Yk = dst.col(k0).reshaped(m2, m1);
if (skipA) {
RhsOps::addLeftProduct(Yk, alpha, m_B, Xk);
} else if (skipB) {
LhsOps::addRightProduct(Yk, alpha, Xk, m_A, work);
} else {
BX.setZero(m2, n1);
RhsOps::addLeftProduct(BX, ProductScalar(1), m_B, Xk);
LhsOps::addRightProduct(Yk, alpha, BX, m_A, work);
}
continue;
}
stackColumns(X, actualRhs.middleCols(k0, c), n2, n1);
if (!skipB) {
BX.setZero(m2, c * n1);
RhsOps::addLeftProduct(BX, ProductScalar(1), m_B, X.reshaped(n2, c * n1));
}
const auto BXhat = (skipB ? X : BX).reshaped(m2 * c, n1);
if (!skipA) {
Y.setZero(m2 * c, m1);
LhsOps::addRightProduct(Y, ProductScalar(1), BXhat, m_A, work);
}
for (Index k = 0; k < c; ++k) {
auto Yk = dst.col(k0 + k).reshaped(m2, m1);
if (skipA)
Yk += alpha * BXhat.middleRows(k * m2, m2);
else
Yk += alpha * Y.middleRows(k * m2, m2);
}
}
}
private:
/** \internal Writes the columns of \a x, each reshaped to \a rows x \a cols,
* as the block rows of \a stacked, (\a rows * \c x.cols()) x \a cols. In this
* layout a factor applies to all columns with a single product: from the left
* to the \a rows x (\c x.cols() * \a cols) reshape, from the right to the
* matrix itself. Callers pass \a x through \c nested_eval first: a nested
* product would otherwise be evaluated anew for every column taken from it. */
template <typename Stacked, typename Xpr>
static void stackColumns(Stacked& stacked, const Xpr& x, Index rows, Index cols) {
stacked.resize(rows * x.cols(), cols);
for (Index k = 0; k < x.cols(); ++k)
stacked.middleRows(k * rows, rows) = x.col(k).reshaped(rows, cols).template cast<typename Stacked::Scalar>();
}
/** \internal \returns how many right-hand sides to stack at once, given the
* \a perColumn workspace entries each one needs: as many as fit in an eighth
* of the L2 cache, at least one. Stacking widens the factor products, which
* pays for small factors; larger workspaces cost more in allocation and cache
* misses than they gain (measured in bench_structured_kronecker_batched). */
template <typename WorkScalar>
static Index rhsChunk(Index perColumn) {
const Index budget = Index(l2CacheSize() / 8) / Index(sizeof(WorkScalar));
return numext::maxi(Index(1), budget / numext::maxi(perColumn, Index(1)));
}
/** \internal \returns the relative rank threshold for the
* pairwise singular-value products, in the spirit of the SVD-based
* pseudo-inverse: a mode \c (i,j) is kept when
* \c (sa[i]/sa[0]) * (sb[j]/sb[0]) >= min(rows,cols) * epsilon, the \c SVDBase
* convention for \c sa[i]*sb[j] measured against \c smax = sa[0]*sb[0]. The
* comparison must happen in ratio space: the absolute form both underflows
* (\c min(rows,cols) * epsilon * sa[0] can flush to zero before the \c sb[0]
* multiplication, silently accepting every mode) and overflows
* (\c sa[0]*sb[0] can exceed the representable range). The ratios never
* exceed one, and a ratio product that underflows is genuinely below any
* epsilon-sized threshold. */
RealScalar relativeRankThreshold() const {
return RealScalar(numext::mini(rows(), cols())) * NumTraits<RealScalar>::epsilon();
}
// Factor-level ratios and frexp decompositions, independent of the other factor.
struct SingularModes {
explicit SingularModes(const RealVector& s) : ratios(s.size()), mantissas(s.size()), exponents(s.size()) {
for (Index i = 0; i < s.size(); ++i) {
ratios[i] = s[i] / s[0];
exponents[i] = 0;
EIGEN_USING_STD(frexp);
mantissas[i] = frexp(s[i], &exponents[i]);
}
}
bool retains(const SingularModes& other, Index i, Index j, RealScalar tol) const {
// Negation counts NaN ratios as retained, matching SVDBase.
if (ratios[i] * other.ratios[j] < tol) return false;
const RealScalar m = mantissas[i] * other.mantissas[j];
if (!(numext::isfinite)(m)) return true;
if (m == RealScalar(0)) return false;
// s_i*s_j = m*2^(e_i+e_j), with m in [0.25,1). Test the
// smallest-normal clamp without forming an overflowing/underflowing product.
const int e = exponents[i] + other.exponents[j] - (m < RealScalar(0.5) ? 1 : 0);
return e >= std::numeric_limits<RealScalar>::min_exponent;
}
RealVector ratios, mantissas;
Matrix<int, Dynamic, 1> exponents;
};
/** \internal \returns the mantissa of \c det(*this) in the balanced form
* \c m * 2^e, adding \c e into \a exponent; see determinant(). */
Scalar balancedDeterminant(Index& exponent) const {
eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() &&
"KroneckerOperator::determinant requires square factors");
const Scalar mant = balancedDetPow(m_A, m_B.cols(), exponent);
return internal::structured_balance(mant * balancedDetPow(m_B, m_A.cols(), exponent), exponent);
}
/** \internal Writes \f$ (A \otimes B)^{-1} b \f$ into \a x through the factor
* solvers \a solverA and \a solverB of the square factors of sizes \a n1 and
* \a n2: \f$ X = B^{-1} \mathrm{mat}(b) A^{-T} \f$, the right-hand sides
* stacked as in addProduct(). */
template <typename SolverA, typename SolverB, typename Rhs, typename Dest>
static void solveWith(const SolverA& solverA, const SolverB& solverB, Index n1, Index n2, const Rhs& b, Dest& x) {
typename internal::nested_eval<Rhs, 1>::type actualRhs(b);
DenseMatrix S, Z, X;
const Index r = b.cols();
const Index chunk = rhsChunk<Scalar>(3 * n1 * n2);
for (Index k0 = 0; k0 < r; k0 += chunk) {
const Index c = numext::mini(chunk, r - k0);
stackColumns(S, actualRhs.middleCols(k0, c), n2, n1);
Z = solverB.solveLeft(S.reshaped(n2, c * n1));
X = solverA.solveTransposedRight(Z.reshaped(n2 * c, n1));
for (Index k = 0; k < c; ++k) x.col(k0 + k).reshaped(n2, n1) = X.middleRows(k * n2, n2);
}
}
/** \internal \returns the mantissa of \c det(M)^power in the balanced form
* \c m * 2^e, adding \c e into \a exponent. The determinant is accumulated
* directly from the LU diagonal, times the permutation sign (from the
* diagonal itself for a diagonal factor, see kron_factor_ops::balancedDet),
* each entry and the running product renormalized by \ref balance, and the
* integer power is applied by balanced repeated multiplication -- exact
* integer-power semantics for negative real and complex determinants (no
* exp/log branch-cut roundoff), with the bulk of the magnitude carried
* exactly on the exponent side. */
template <typename Factor>
static Scalar balancedDetPow(const Factor& M, Index power, Index& exponent) {
Index e = 0;
const Scalar m = internal::kron_factor_ops<Factor>::balancedDet(M, e);
Scalar r(1);
Index er = 0;
for (Index k = 0; k < power; ++k) r = internal::structured_balance(r * m, er);
exponent += power * e + er;
return r;
}
LhsMatrix m_A;
RhsMatrix m_B;
};
/** \ingroup StructuredMatrices_Module
* \returns a \ref KroneckerOperator \c a (x) \c b holding evaluated copies of the
* factors. The operator type is deduced from the types of \a a and \a b: a
* dense argument becomes a \c Matrix factor, a diagonal one an owning
* \c DiagonalMatrix, a sparse one a compressed \c SparseMatrix, an
* \c Identity() expression an identity factor holding its dimensions, and a
* \c KroneckerOperator is stored as it is, each exploited structurally, see
* \ref KroneckerOperator. */
template <typename LhsDerived, typename RhsDerived>
KroneckerOperator<typename internal::kron_factor_storage<LhsDerived>::type,
typename internal::kron_factor_storage<RhsDerived>::type>
makeKroneckerOperator(const EigenBase<LhsDerived>& a, const EigenBase<RhsDerived>& b) {
return {a.derived(), b.derived()};
}
/** \ingroup StructuredMatrices_Module
* \returns the \ref KroneckerOperator \c a (x) \c b (x) \c c (x) ..., nested to
* the right: \c makeKroneckerOperator(a, makeKroneckerOperator(b, c, ...)). */
template <typename D1, typename D2, typename D3, typename... Rest>
auto makeKroneckerOperator(const EigenBase<D1>& a, const EigenBase<D2>& b, const EigenBase<D3>& c,
const Rest&... rest) {
return makeKroneckerOperator(a, makeKroneckerOperator(b, c, rest...));
}
namespace internal {
template <typename LhsMatrix, typename RhsMatrix, typename Rhs, int ProductTag>
struct generic_product_impl<KroneckerOperator<LhsMatrix, RhsMatrix>, Rhs, StructuredShape, DenseShape, ProductTag>
: structured_product_impl<KroneckerOperator<LhsMatrix, RhsMatrix>, Rhs> {};
} // namespace internal
} // namespace Eigen
#endif // EIGEN_STRUCTURED_KRONECKER_OPERATOR_H