Attachment 176 Details for Bug 275 – Kronecker product for matrices

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Kronecker product for matrices

KroneckerTensorProduct.h (text/x-chdr), 4.82 KB, created by Andreas Platen on 2011-05-28 12:15:17 UTC

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Creator: Andreas Platen

Created: 2011-05-28 12:15:17 UTC

Size: 4.82 KB

patch

obsolete

>// This file is part of Eigen, a lightweight C++ template library
>// for linear algebra.
>//
>// Copyright (C) 2011 Kolja Brix <brix@igpm.rwth-aachen.de>
>// Copyright (C) 2011 Andreas Platen <andiplaten@gmx.de>
>//
>// Eigen is free software; you can redistribute it and/or
>// modify it under the terms of the GNU Lesser General Public
>// License as published by the Free Software Foundation; either
>// version 3 of the License, or (at your option) any later version.
>//
>// Alternatively, you can redistribute it and/or
>// modify it under the terms of the GNU General Public License as
>// published by the Free Software Foundation; either version 2 of
>// the License, or (at your option) any later version.
>//
>// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
>// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
>// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
>// GNU General Public License for more details.
>//
>// You should have received a copy of the GNU Lesser General Public
>// License and a copy of the GNU General Public License along with
>// Eigen. If not, see <http://www.gnu.org/licenses/>.
>
>
>#ifndef KRONECKER_TENSOR_PRODUCT_H
>#define KRONECKER_TENSOR_PRODUCT_H
>
>
>namespace internal {
>
>/*!
> * Kronecker tensor product helper function for dense matrices
> *
> * \param A   Dense matrix A
> * \param B   Dense matrix B
> * \param AB_ Kronecker tensor product of A and B
> */
>template<typename Derived_A, typename Derived_B, typename Derived_AB>
>void kroneckerProduct_full(const Derived_A& A, const Derived_B& B, Derived_AB const & AB_)
>{
>  const unsigned int Ar = A.rows(),
>             Ac = A.cols(),
>             Br = B.rows(),
>             Bc = B.cols();
>  Derived_AB& AB = const_cast<Derived_AB& >(AB_);
>  AB.derived().resize(Ar*Br,Ac*Bc);
>
>  for (unsigned int i=0; i<Ar; ++i)
>    for (unsigned int j=0; j<Ac; ++j)
>      AB.block(i*Br,j*Bc,Br,Bc) = A(i,j)*B;
>}
>
>
>/*!
> * Kronecker tensor product helper function for matrices, where at least one is sparse
> *
> * \param A   Matrix A
> * \param B   Matrix B
> * \param AB_ Kronecker tensor product of A and B
> */
>template<typename Derived_A, typename Derived_B, typename Derived_AB>
>void kroneckerProduct_sparse(const Derived_A &A, const Derived_B &B, Derived_AB const &AB_)
>{
>  const unsigned int Ar = A.rows(),
>                     Ac = A.cols(),
>                     Br = B.rows(),
>                     Bc = B.cols();
>
>  Derived_AB& AB = const_cast<Derived_AB& >(AB_);
>  AB.derived().resize(Ar*Br,Ac*Bc);
>  AB.derived().resizeNonZeros(0);
>  AB.derived().reserve(A.nonZeros()*B.nonZeros());
>
>  for (int kA=0; kA<A.outerSize(); ++kA)
>  {
>    for (int kB=0; kB<B.outerSize(); ++kB)
>    {
>      for (typename Derived_A::InnerIterator itA(A.derived(),kA); itA; ++itA)
>      {
>        for (typename Derived_B::InnerIterator itB(B.derived(),kB); itB; ++itB)
>        {
>          const unsigned int iA = itA.row(),
>                             jA = itA.col(),
>                             iB = itB.row(),
>                             jB = itB.col(),
>                             i  = iA*Br + iB,
>                             j  = jA*Bc + jB;
>
>          AB.derived().insert(i,j) = itA.value() * itB.value();
>        }
>      }
>    }
>  }
>}
>
>} // end namespace internal
>
>
>/*!
> * Computes Kronecker tensor product of two dense matrices
> *
> * \param a  Dense matrix a
> * \param b  Dense matrix b
> * \param c  Kronecker tensor product of a and b
> */
>template<typename A,typename B,typename C>
>void kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b, MatrixBase<C>& c) {
>  internal::kroneckerProduct_full(a.derived(), b.derived(), c.derived());
>}
>
>/*!
> * Computes Kronecker tensor product of a dense and a sparse matrix
> *
> * \param a  Dense matrix a
> * \param b  Sparse matrix b
> * \param c  Kronecker tensor product of a and b
> */
>template<typename A,typename B,typename C>
>void kroneckerProduct(const MatrixBase<A>& a, const SparseMatrixBase<B>& b, SparseMatrixBase<C>& c) {
>  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
>}
>
>/*!
> * Computes Kronecker tensor product of a sparse and a dense matrix
> *
> * \param a  Sparse matrix a
> * \param b  Dense matrix b
> * \param c  Kronecker tensor product of b and b
> */
>template<typename A,typename B,typename C>
>void kroneckerProduct(const SparseMatrixBase<A>& a, const MatrixBase<B>& b, SparseMatrixBase<C>& c) {
>  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
>}
>
>/*!
> * Computes Kronecker tensor product of two sparse matrices
> *
> * \param a  Sparse matrix a
> * \param a  Sparse matrix a
> * \param c  Kronecker tensor product of a and b
> */
>template<typename A,typename B,typename C>
>void kroneckerProduct(const SparseMatrixBase<A>& a, const SparseMatrixBase<B>& b, SparseMatrixBase<C>& c) {
>  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
>}
>
>#endif // KRONECKER_TENSOR_PRODUCT_H

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