| // 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 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 scaled vec-trick products, the | |
| // normalized-frame solves, the exponent-split pseudo-inversion and the | |
| // exponent-balanced determinant. | |
| // [3] P. H. Sterbenz, "Floating-Point Computation", Prentice-Hall, 1974. | |
| // Scaling by a power of two is exact, the property every rescaling in this | |
| // file 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; | |
| }; | |
| // Three factor kinds -- dense, diagonal, sparse -- with every kind-specific | |
| // operation in the kron_factor_* helpers below, so the operator has a single | |
| // implementation. Diagonal: stored as its diagonal, applied as a scaling, solved | |
| // entrywise, closed under transposition, inverse and determinant. Sparse: stored | |
| // compressed, applied by sparse-dense products, solved via SparseLU; inverse dense. | |
| 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 {}; | |
| // 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; | |
| template <typename Factor> | |
| constexpr int kron_factor_kind() { | |
| return kron_factor_is_diagonal<Factor>::value ? kKronDiagonalFactor | |
| : kron_factor_is_sparse_matrix<Factor>::value ? kKronSparseFactor | |
| : kKronDenseFactor; | |
| } | |
| // Apply 2^e without forming a possibly unrepresentable scale factor. For | |
| // std::complex storage, realView exposes both components to the real ldexp packets. | |
| template <typename Xpr, std::enable_if_t<!NumTraits<typename Xpr::Scalar>::IsComplex, bool> = true> | |
| void kron_ldexp_entries(Xpr& M, int e) { | |
| M.array() = M.array().ldexp(e); | |
| } | |
| template <typename Xpr, std::enable_if_t<complex_array_access<typename Xpr::Scalar>::value, bool> = true> | |
| void kron_ldexp_entries(Xpr& M, int e) { | |
| M.realView().array() = M.realView().array().ldexp(e); | |
| } | |
| template <typename Xpr, std::enable_if_t<NumTraits<typename Xpr::Scalar>::IsComplex && | |
| !complex_array_access<typename Xpr::Scalar>::value, | |
| bool> = true> | |
| void kron_ldexp_entries(Xpr& M, int e) { | |
| using Scalar = typename Xpr::Scalar; | |
| M = M.unaryExpr([e](const Scalar& z) { return structured_ldexp_clamped(z, Index(e)); }); | |
| } | |
| 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 right operand op(F) of the vec-trick product Y = B X op(A): the | |
| // transpose for a dense factor, the factor itself for a diagonal one. | |
| static auto transposedOperand(const Factor& f) { return f.transpose(); } | |
| static bool allFinite(const Factor& f) { return f.allFinite(); } | |
| static int exponentBound(const Factor& f) { return structured_exponent_bound(f); } | |
| /** \internal \returns the dot-product growth bits of a product contracting | |
| * over \a n entries of this factor. Cast to an unsigned type deliberately: | |
| * the generic count_bits_impl fallback static_asserts on unsignedness, and | |
| * only the GCC/Clang and MSVC specialisations accept a signed Index. */ | |
| static int growthBits(Index n) { return log2_floor(static_cast<numext::uint64_t>(n)) + 1; } | |
| /** \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) { | |
| PartialPivLU<Factor> lu(M); | |
| 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& transposedOperand(const Factor& f) { return f; } | |
| static bool allFinite(const Factor& f) { return f.diagonal().allFinite(); } | |
| static int exponentBound(const Factor& f) { return structured_exponent_bound(f.diagonal()); } | |
| // A diagonal product has no accumulation, hence no dot-product growth. | |
| static int growthBits(Index) { return 0; } | |
| static Scalar balancedDet(const Factor& D, Index& exponent) { | |
| Scalar m(1); | |
| for (Index i = 0; i < D.rows(); ++i) | |
| m = structured_balance(m * structured_balance(D.diagonal().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 auto transposedOperand(const Factor& f) { return f.transpose(); } | |
| static bool allFinite(const Factor& f) { return f.coeffs().allFinite(); } | |
| static int exponentBound(const Factor& f) { return structured_exponent_bound(f.coeffs()); } | |
| // The dense contraction bound: a row holds at most n stored entries. | |
| static int growthBits(Index n) { return log2_floor(static_cast<numext::uint64_t>(n)) + 1; } | |
| 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 scaleExponent = numext::mini(exponentBound(M), 0); | |
| ColMajorFactor normalized(M); | |
| if (scaleExponent != 0) { | |
| auto values = normalized.coeffs(); | |
| kron_ldexp_entries(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()); | |
| } | |
| }; | |
| /** \internal Per-factor solve adapter for KroneckerOperator::solve(). All | |
| * kinds normalize the factor by an exact power of two up front and then solve | |
| * per right-hand-side column in the shared normalized frame; the caller folds | |
| * the removed \c exponent() back together with the other factor's and the | |
| * column's. A dense factor is LU-factorized once, a sparse factor once by | |
| * SparseLU; a diagonal factor is solved by entrywise division, whose | |
| * intermediates are bounded by the factor's conditioning exactly like the | |
| * substitutions of the LU paths (and each division saturates per entry, like | |
| * every step of a substitution). */ | |
| 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_exponent(structured_exponent_bound(f)) { | |
| DenseMatrix normalized = f; | |
| kron_ldexp_entries(normalized, -m_exponent); | |
| m_lu.compute(normalized); | |
| } | |
| int exponent() const { return m_exponent; } | |
| /** \internal \returns \f$ F_{norm}^{-1} M \f$. */ | |
| template <typename Xpr> | |
| DenseMatrix solveLeft(const Xpr& M) const { | |
| return m_lu.solve(M); | |
| } | |
| /** \internal \returns \f$ M F_{norm}^{-T} \f$. */ | |
| template <typename Xpr> | |
| DenseMatrix solveTransposedRight(const Xpr& M) const { | |
| return m_lu.solve(M.transpose()).transpose(); | |
| } | |
| private: | |
| int m_exponent; | |
| 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_exponent(structured_exponent_bound(f.diagonal())), m_d(f.diagonal()) { | |
| kron_ldexp_entries(m_d, -m_exponent); | |
| } | |
| int exponent() const { return m_exponent; } | |
| 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: | |
| int m_exponent; | |
| 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_exponent(structured_exponent_bound(f.coeffs())) { | |
| ColMajorFactor normalized(f); | |
| normalized.makeCompressed(); | |
| if (m_exponent != 0) { | |
| auto values = normalized.coeffs(); | |
| kron_ldexp_entries(values, -m_exponent); | |
| } | |
| m_lu.compute(normalized); | |
| m_factorized = m_lu.info() == Success; // else the solves fill with NaN, see kron_factor_ops::nanMatrix | |
| } | |
| int exponent() const { return m_exponent; } | |
| 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: | |
| int m_exponent; | |
| bool m_factorized; | |
| SparseLU<ColMajorFactor> m_lu; | |
| }; | |
| } // 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. This class stores only the two factors and evaluates every | |
| * operation through them: | |
| * | |
| * - the matrix-vector product uses the vec identity | |
| * \f$ (A \otimes B)\,\mathrm{vec}(X) = \mathrm{vec}(B X A^T) \f$, costing | |
| * O(m2 n2 n1 + m2 n1 m1) instead of the O(m1 m2 n1 n2) of a materialized | |
| * product; | |
| * - linear solves and \ref inverse factor through decompositions of \c A and | |
| * \c B (\f$ (A \otimes B)^{-1} = A^{-1} \otimes B^{-1} \f$); \ref rank and | |
| * minimum-norm least-squares solves (\f$ (A \otimes B)^+ = A^+ \otimes B^+ \f$) | |
| * go through the factor SVDs, thresholding the pairwise singular-value | |
| * products \f$ \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$). \c operator* returns an Eigen | |
| * product expression, so the operator plugs into the matrix-free iterative | |
| * solvers, and it can be assigned to a dense matrix when an explicit | |
| * representation is needed. As with any matrix-free operator, the iterative | |
| * solvers must be instantiated with \c IdentityPreconditioner (e.g. | |
| * \c ConjugateGradient<KroneckerOperator<MatrixXd,MatrixXd>,Lower|Upper,IdentityPreconditioner>): | |
| * the default preconditioners read individual coefficients through \c col() or | |
| * \c InnerIterator, which the structured operators do not expose. | |
| * | |
| * In contrast to \c kroneckerProduct() (the KroneckerProduct module), which | |
| * builds an expression meant to be evaluated into a dense matrix, this class is | |
| * an operator meant to be applied and solved with, without ever forming the | |
| * product. | |
| * | |
| * Either factor may be a \c DiagonalMatrix, with the identity as the | |
| * unit-diagonal special case. A diagonal factor is stored as its diagonal -- | |
| * O(n) instead of O(n^2) -- its side of every product is a diagonal scaling | |
| * instead of a GEMM, \ref solve divides entrywise instead of factorizing, and | |
| * \ref transpose, \ref conjugate, \ref adjoint, \ref inverse and | |
| * \ref determinant never leave diagonal form. This covers the | |
| * identity-Kronecker operators \f$ I \otimes A \f$ and \f$ A \otimes I \f$ | |
| * ubiquitous in finite-difference and Sylvester/Lyapunov settings, e.g. | |
| * \code | |
| * auto K = makeKroneckerOperator(VectorXd::Ones(p).asDiagonal(), A); // I_p (x) A, applied in O(p m n) | |
| * \endcode | |
| * The decomposition family (\ref eigenvalues, \ref eigenvectors, | |
| * \ref singularValues, \ref matrixU, \ref matrixV, \ref leastSquaresSolve, | |
| * \ref rank) currently materializes a diagonal factor densely for the factor | |
| * decomposition. | |
| * | |
| * Either factor may also be a \c SparseMatrix, stored compressed. For finite | |
| * inputs, its side of a product is sparse-dense -- O(nnz) per right-hand-side column | |
| * instead of O(m n) -- \ref solve factorizes it once with \c SparseLU and | |
| * back-substitutes per column, \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. As in every sparse kernel, absent entries | |
| * are exact zeros: a structural zero annihilates the Inf or NaN it meets, where a stored zero | |
| * (or a dense factor) would produce NaN. Products with non-finite inputs visit | |
| * pairs of stored factor entries to preserve this distinction without | |
| * materializing the product. 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(VectorXd::Ones(p).asDiagonal(), 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 | |
| * | |
| * \tparam LhsMatrix the plain type of the left factor \c A: a dense \c Matrix, | |
| * a \c DiagonalMatrix to exploit diagonal structure, or a | |
| * \c SparseMatrix to exploit sparsity. | |
| * \tparam RhsMatrix the plain 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; | |
| 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 DenseVector = Matrix<Scalar, Dynamic, 1>; | |
| using RealVector = Matrix<RealScalar, Dynamic, 1>; | |
| using ComplexMatrix = Matrix<ComplexScalar, Dynamic, Dynamic, ColMajor>; | |
| using ComplexVector = Matrix<ComplexScalar, Dynamic, 1>; | |
| 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_is_diagonal<LhsMatrix>::value || | |
| internal::kron_factor_is_sparse_matrix<LhsMatrix>::value) && | |
| (internal::kron_factor_is_dense_matrix<RhsMatrix>::value || | |
| internal::kron_factor_is_diagonal<RhsMatrix>::value || | |
| internal::kron_factor_is_sparse_matrix<RhsMatrix>::value), | |
| "KroneckerOperator factors must be plain Matrix, DiagonalMatrix or SparseMatrix types (owning their " | |
| "storage: views and expressions would dangle)"); | |
| private: | |
| // Factor-kind dispatch (dense, diagonal or sparse), see kron_factor_ops. | |
| using LhsOps = internal::kron_factor_ops<LhsMatrix>; | |
| using RhsOps = internal::kron_factor_ops<RhsMatrix>; | |
| static constexpr bool kHasSparseFactor = internal::kron_factor_is_sparse_matrix<LhsMatrix>::value || | |
| internal::kron_factor_is_sparse_matrix<RhsMatrix>::value; | |
| public: | |
| 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. */ | |
| 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$. Supports multiple right-hand | |
| * sides at O(n1^3 + n2^3 + nrhs (n1 + n2) n1 n2) total cost for dense | |
| * factors; a diagonal factor contributes only O(nrhs n1 n2) per application, | |
| * a sparse one its factorization plus \c nrhs times its column solves. | |
| * | |
| * The solves run in a normalized frame [2][3]: the factors and each right-hand | |
| * side are rescaled to unit magnitude by exact powers of two, and the combined | |
| * exponent is folded back into the solution entrywise afterwards. In the raw | |
| * frame the intermediate \f$ B^{-1} \mathrm{mat}(b) \f$ can overflow, or | |
| * silently underflow to zero, on factor magnitudes alone even when the | |
| * solution is representable (the subsequent \f$ A^{-T} \f$ rescales it: think | |
| * \c B huge and \c A tiny); in the normalized frame the intermediates are | |
| * bounded by the conditioning of the factors, and the final fold saturates to | |
| * 0/Inf exactly when the true solution leaves the representable range. | |
| * Partial pivoting is invariant under the uniform power-of-two normalization | |
| * and every substitution step scales exactly with it, so the result is | |
| * bit-identical to the unnormalized evaluation whenever that evaluation | |
| * encounters no intermediate over- or underflow. | |
| * \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"); | |
| // The exponent bounds are 0 for zero or non-finite data, which is then left | |
| // unnormalized (Inf/NaN propagate through the substitutions as usual). | |
| 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()); | |
| DenseVector bc(n1 * n2); | |
| DenseMatrix X(n2, n1); | |
| for (Index k = 0; k < b.cols(); ++k) { | |
| bc = b.col(k); | |
| const int ec = internal::structured_exponent_bound(bc); | |
| if (ec != 0) internal::kron_ldexp_entries(bc, -ec); | |
| X = solverA.solveTransposedRight(solverB.solveLeft(bc.reshaped(n2, n1))); | |
| // Fold the combined exponent back. The entrywise ldexp saturates exactly | |
| // where the true solution over- or underflows; a multiplicative fold could | |
| // not (the combined exponent can exceed the representable range of any | |
| // fixed number of power-of-two factors). | |
| const int e = ec - solverA.exponent() - solverB.exponent(); | |
| if (e != 0) internal::kron_ldexp_entries(X, e); | |
| x.col(k) = X.reshaped(); | |
| } | |
| return x; | |
| } | |
| /** \returns the minimum-norm least-squares solution of \c (*this) * x = b, | |
| * through one SVD per factor: with \f$ A = U_A \Sigma_A V_A^H \f$ and | |
| * \f$ B = U_B \Sigma_B V_B^H \f$, the SVD of the product is | |
| * \f$ (U_A \otimes U_B)(\Sigma_A \otimes \Sigma_B)(V_A \otimes V_B)^H \f$, and | |
| * the pseudo-inverse is applied via the vec identity. The singular values of | |
| * the product are the pairwise products \f$ \sigma_i(A)\,\sigma_j(B) \f$, so | |
| * the truncation thresholds those products against the product-level | |
| * threshold of \ref rank, in the same overflow-safe ratio form -- factor-wise | |
| * truncation would invert modes that are negligible at the product level. | |
| * Handles rectangular and rank-deficient factors. Supports multiple | |
| * right-hand sides. | |
| * | |
| * Unlike \ref solve, no rescaling of the intermediates is needed here: the | |
| * projection and back-transformation matrices have orthonormal columns, so no | |
| * intermediate can outgrow the data by more than a dimension factor, exactly | |
| * as in a dense product. */ | |
| 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(); | |
| eigen_assert(b.rows() == m1 * m2 && "right-hand side has the wrong number of rows"); | |
| BDCSVD<DenseMatrix, ComputeThinU | ComputeThinV> svdA(LhsOps::denseFactor(m_A)), svdB(RhsOps::denseFactor(m_B)); | |
| const RealVector sa = svdA.singularValues(), sb = svdB.singularValues(); | |
| const RealScalar tol = relativeRankThreshold(); | |
| const Index kA = sa.size(), kB = sb.size(); | |
| Matrix<Scalar, ColsAtCompileTime, Rhs::ColsAtCompileTime> x(cols(), b.cols()); | |
| if (sa[0] == RealScalar(0) || sb[0] == RealScalar(0)) { | |
| // An exactly zero factor zeroes the whole operator, whose pseudo-inverse is | |
| // zero (and the singular-value ratios below would be 0/0). | |
| x.setZero(); | |
| return x; | |
| } | |
| const SingularModes modesA(sa), modesB(sb); | |
| Matrix<RealScalar, Dynamic, Dynamic, ColMajor> divisors(kB, kA); | |
| Matrix<int, Dynamic, Dynamic, ColMajor> exponents(kB, kA); | |
| Matrix<bool, Dynamic, Dynamic, ColMajor> retained(kB, kA); | |
| for (Index j = 0; j < kA; ++j) | |
| for (Index i = 0; i < kB; ++i) { | |
| retained(i, j) = modesA.retains(modesB, j, i, tol); | |
| divisors(i, j) = modesA.mantissas[j] * modesB.mantissas[i]; | |
| exponents(i, j) = -(modesA.exponents[j] + modesB.exponents[i]); | |
| } | |
| DenseVector bc(m1 * m2); | |
| DenseMatrix M(kB, kA), X(m_B.cols(), m_A.cols()); | |
| for (Index k = 0; k < b.cols(); ++k) { | |
| bc = b.col(k); | |
| // By [1], M = U_B^H mat(b) conj(U_A) matricizes (U_A (x) U_B)^H b. | |
| M.noalias() = svdB.matrixU().adjoint() * bc.reshaped(m2, m1) * svdA.matrixU().conjugate(); | |
| // Apply the exponent before dividing by the mantissa product [2]: the | |
| // singular-value product or its reciprocal need not be representable. | |
| for (Index j = 0; j < kA; ++j) | |
| for (Index i = 0; i < kB; ++i) { | |
| if (retained(i, j)) | |
| M(i, j) = internal::structured_ldexp_clamped(M(i, j), Index(exponents(i, j))) / divisors(i, j); | |
| else | |
| M(i, j) = Scalar(0); | |
| } | |
| X.noalias() = svdB.matrixV() * M * svdA.matrixV().transpose(); | |
| x.col(k) = X.reshaped(); | |
| } | |
| 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. | |
| * This is the same threshold \ref leastSquaresSolve uses to decide which | |
| * modes to invert. 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. */ | |
| 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) | |
| * 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; | |
| Scalar mant = balancedDetPow(m_A, m_B.cols(), exponent); | |
| mant = internal::structured_balance(mant * balancedDetPow(m_B, m_A.cols(), exponent), 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$, matching column \c i*n2 + j of | |
| * \ref eigenvectors. The set is not sorted -- there is no canonical eigenvalue | |
| * order, and sorting would break the Kronecker structure of the eigenvector | |
| * matrix. */ | |
| ComplexVector eigenvalues() const { | |
| eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() && | |
| "KroneckerOperator::eigenvalues requires square factors"); | |
| ComplexEigenSolver<ComplexMatrix> esA(LhsOps::denseFactor(m_A).template cast<ComplexScalar>(), | |
| /*computeEigenvectors=*/false); | |
| ComplexEigenSolver<ComplexMatrix> esB(RhsOps::denseFactor(m_B).template cast<ComplexScalar>(), | |
| /*computeEigenvectors=*/false); | |
| eigen_assert(esA.info() == Success && esB.info() == Success); | |
| // Column-major stacking of the nB x nA outer product puts mu_j(B) lambda_i(A) | |
| // at index i*nB + j, the Kronecker order. | |
| return (esB.eigenvalues() * esA.eigenvalues().transpose()).reshaped(); | |
| } | |
| /** \returns the matrix of eigenvectors \f$ 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<ComplexMatrix, ComplexMatrix> eigenvectors() const { | |
| eigen_assert(m_A.rows() == m_A.cols() && m_B.rows() == m_B.cols() && | |
| "KroneckerOperator::eigenvectors requires square factors"); | |
| ComplexEigenSolver<ComplexMatrix> esA(LhsOps::denseFactor(m_A).template cast<ComplexScalar>()); | |
| ComplexEigenSolver<ComplexMatrix> esB(RhsOps::denseFactor(m_B).template cast<ComplexScalar>()); | |
| eigen_assert(esA.info() == Success && esB.info() == Success); | |
| return {esA.eigenvectors(), esB.eigenvectors()}; | |
| } | |
| /** \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 { | |
| BDCSVD<DenseMatrix> svdA(LhsOps::denseFactor(m_A)), svdB(RhsOps::denseFactor(m_B)); | |
| // 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 (svdB.singularValues() * svdA.singularValues().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<DenseMatrix, DenseMatrix> matrixU() const { | |
| BDCSVD<DenseMatrix, ComputeThinU> svdA(LhsOps::denseFactor(m_A)), svdB(RhsOps::denseFactor(m_B)); | |
| return {svdA.matrixU(), svdB.matrixU()}; | |
| } | |
| /** \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<DenseMatrix, DenseMatrix> matrixV() const { | |
| BDCSVD<DenseMatrix, ComputeThinV> svdA(LhsOps::denseFactor(m_A)), svdB(RhsOps::denseFactor(m_B)); | |
| return {svdA.matrixV(), svdB.matrixV()}; | |
| } | |
| /** \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(); | |
| LhsOps::forEachNonZero( | |
| m_A, [&dst, m2, n2, this](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) = a * m_B; }); | |
| } | |
| template <typename Dest> | |
| void addToImpl(Dest& dst, std::false_type) const { | |
| const Index m2 = m_B.rows(), n2 = m_B.cols(); | |
| LhsOps::forEachNonZero( | |
| m_A, [&dst, m2, n2, this](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) += a * m_B; }); | |
| } | |
| template <typename Dest> | |
| void subToImpl(Dest& dst, std::false_type) const { | |
| const Index m2 = m_B.rows(), n2 = m_B.cols(); | |
| LhsOps::forEachNonZero( | |
| m_A, [&dst, m2, n2, this](Index i, Index j, const Scalar& a) { dst.block(i * m2, j * n2, m2, n2) -= a * m_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], column | |
| * by column. \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. | |
| * | |
| * Evaluated as \c (B X) A^T, the first factor \c B X can overflow even when | |
| * the product itself is representable (the multiplication by \c A^T rescales | |
| * it: think \c B huge and \c A tiny). Each column is therefore pre-scaled by | |
| * an exact power of two [2][3] derived from the component-wise exponent | |
| * bounds of \c A, \c B and the column -- never from complex moduli, which | |
| * overflow near the threshold -- so that no intermediate can spuriously | |
| * overflow, and the | |
| * exponent is folded back into the result through two representable | |
| * half-factors, saturating to 0/Inf exactly when the true result leaves the | |
| * representable range. The scale is one whenever the conservative bound shows | |
| * no overflow risk, so results of moderate magnitude are bit-identical to the | |
| * unscaled evaluation. Non-finite data is never scaled (the bounds cannot see | |
| * past an Inf/NaN, and 0 * Inf would manufacture NaNs); the unscaled GEMMs | |
| * propagate it entrywise exactly like a dense product. With a sparse factor, | |
| * non-finite inputs instead use the stored-entry product to preserve the | |
| * distinction between absent entries and stored zeros. */ | |
| template <typename Dest, typename Rhs, typename ProductScalar> | |
| void addProduct(Dest& dst, const Rhs& rhs, const ProductScalar& alpha) const { | |
| using ProductVector = Matrix<ProductScalar, Dynamic, 1>; | |
| using ProductMatrix = Matrix<ProductScalar, Dynamic, Dynamic, ColMajor>; // ColMajor: see DenseMatrix | |
| using ProductReal = typename NumTraits<ProductScalar>::Real; | |
| // In particular, materialize a nested matrix product once before taking | |
| // per-column expressions from it. Otherwise each column evaluator may | |
| // independently evaluate the entire nested product. | |
| typename internal::nested_eval<Rhs, 1>::type actualRhs(rhs); | |
| const Index n1 = m_A.cols(), n2 = m_B.cols(); | |
| eigen_assert(actualRhs.rows() == n1 * n2 && "invalid product: dimensions do not match"); | |
| // If max|X| < 2^eX, the two factor applications are bounded by | |
| // 2^(eB+eX+bits2) and 2^(eA+eB+eX+bits1+bits2), including dot-product growth. | |
| const bool factorsFinite = LhsOps::allFinite(m_A) && RhsOps::allFinite(m_B); | |
| const int expA = LhsOps::exponentBound(m_A); | |
| const int expB = RhsOps::exponentBound(m_B); | |
| // Bit widths of the contracted dimensions, i.e. the dot-product growth | |
| // bound; zero for a diagonal factor, whose application has no accumulation. | |
| const int bits1 = LhsOps::growthBits(n1); | |
| const int bits2 = RhsOps::growthBits(n2); | |
| const int budget = std::numeric_limits<ProductReal>::max_exponent - 2; | |
| ProductVector xc(n1 * n2); | |
| ProductMatrix Y(m_B.rows(), m_A.rows()); | |
| for (Index k = 0; k < actualRhs.cols(); ++k) { | |
| xc = actualRhs.col(k).template cast<ProductScalar>(); | |
| int e = 0; | |
| const bool finite = factorsFinite && xc.allFinite(); | |
| if (finite) { | |
| const int expX = internal::structured_exponent_bound(xc); // 0 for an all-zero column: no scaling | |
| e = numext::maxi(0, numext::maxi(expB + expX + bits2 - budget, expA + expB + expX + bits1 + bits2 - budget)); | |
| // The cap keeps the half-factors below overflow; it only binds when the | |
| // true result overflows anyway, so the saturation to Inf is genuine. | |
| e = numext::mini(e, 2 * budget); | |
| } | |
| if (e > 0) { | |
| // Each power of two is split in halves so that the factors themselves | |
| // stay representable; scaling by the two exact factors in sequence is | |
| // still an exact shift wherever the result is representable. | |
| const ProductReal down1 = ProductReal(std::ldexp(ProductReal(1), -(e / 2))); | |
| const ProductReal down2 = ProductReal(std::ldexp(ProductReal(1), -(e - e / 2))); | |
| xc = (xc * down1) * down2; | |
| } | |
| // For a diagonal factor its side degenerates to a diagonal scaling | |
| // (transposedOperand: a diagonal matrix is its own transpose), a single | |
| // stored term per entry: only a sparse factor can leave an exact 0 in B X | |
| // (an empty row) for an Inf/NaN of A to meet. | |
| if (EIGEN_PREDICT_FALSE(!finite && kHasSparseFactor)) | |
| productNonFinite(Y, xc); | |
| else | |
| Y.noalias() = m_B * xc.reshaped(n2, n1) * LhsOps::transposedOperand(m_A); | |
| if (e > 0) { | |
| const ProductReal up1 = ProductReal(std::ldexp(ProductReal(1), e / 2)); | |
| const ProductReal up2 = ProductReal(std::ldexp(ProductReal(1), e - e / 2)); | |
| dst.col(k) += alpha * ((Y.reshaped() * up1) * up2); | |
| } else { | |
| dst.col(k) += alpha * Y.reshaped(); | |
| } | |
| } | |
| } | |
| private: | |
| // A dense intermediate loses which zeros were structural; a later Inf/NaN | |
| // factor would turn those absent terms into NaNs. Preserve the stored pairs. | |
| template <typename ProductScalar> | |
| EIGEN_DONT_INLINE void productNonFinite(Matrix<ProductScalar, Dynamic, Dynamic, ColMajor>& result, | |
| const Matrix<ProductScalar, Dynamic, 1>& x) const { | |
| result.setZero(); | |
| LhsOps::forEachNonZero(m_A, [&result, &x, this](Index iA, Index jA, const Scalar& a) { | |
| RhsOps::forEachNonZero(m_B, [&result, &x, jA, iA, &a, this](Index iB, Index jB, const Scalar& b) { | |
| result.coeffRef(iB, iA) += (a * b) * x.coeff(jA * m_B.cols() + jB); | |
| }); | |
| }); | |
| } | |
| /** \internal \returns the relative rank/pseudo-inversion 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 are independent of the RHS and | |
| // of the other factor. Keep rank() and pseudo-inversion on the same predicate. | |
| 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 keeps NaN ratios in the inverted set, 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(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 plain types of \a a and \a b: | |
| * a dense argument becomes a \c Matrix factor, a diagonal one (e.g. | |
| * \c VectorXd::Ones(n).asDiagonal() for an identity factor) an owning | |
| * \c DiagonalMatrix, a sparse one a compressed \c SparseMatrix, each exploited | |
| * structurally, see \ref KroneckerOperator. */ | |
| template <typename LhsDerived, typename RhsDerived> | |
| KroneckerOperator<typename LhsDerived::PlainObject, typename RhsDerived::PlainObject> makeKroneckerOperator( | |
| const EigenBase<LhsDerived>& a, const EigenBase<RhsDerived>& b) { | |
| return {a.derived(), b.derived()}; | |
| } | |
| 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 |