add a KroneckerProduct module (unsupported) from Kolja Brix and Andreas Platen materials.

1 files changed, 194 insertions, 0 deletions

diff --git a/unsupported/test/kronecker_product.cpp b/unsupported/test/kronecker_product.cpp
new file mode 100644
index 000000000..3c7a6629f
--- /dev/null
+++ b/unsupported/test/kronecker_product.cpp
@@ -0,0 +1,194 @@
+// 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/>.
+
+
+#include "sparse.h"
+#include <Eigen/SparseExtra>
+#include <Eigen/KroneckerProduct>
+
+
+template<typename MatrixType>
+void check_dimension(const MatrixType& ab, const unsigned int rows,  const unsigned int cols)
+{
+  VERIFY_IS_EQUAL(ab.rows(), rows);
+  VERIFY_IS_EQUAL(ab.cols(), cols);
+}
+
+
+template<typename MatrixType>
+void check_kronecker_product(const MatrixType& ab)
+{
+  VERIFY_IS_EQUAL(ab.rows(), 6);
+  VERIFY_IS_EQUAL(ab.cols(), 6);
+  VERIFY_IS_EQUAL(ab.nonZeros(),  36);
+  VERIFY_IS_APPROX(ab.coeff(0,0), -0.4017367630386106);
+  VERIFY_IS_APPROX(ab.coeff(0,1),  0.1056863433932735);
+  VERIFY_IS_APPROX(ab.coeff(0,2), -0.7255206194554212);
+  VERIFY_IS_APPROX(ab.coeff(0,3),  0.1908653336744706);
+  VERIFY_IS_APPROX(ab.coeff(0,4),  0.350864567234111);
+  VERIFY_IS_APPROX(ab.coeff(0,5), -0.0923032108308013);
+  VERIFY_IS_APPROX(ab.coeff(1,0),  0.415417514804677);
+  VERIFY_IS_APPROX(ab.coeff(1,1), -0.2369227701722048);
+  VERIFY_IS_APPROX(ab.coeff(1,2),  0.7502275131458511);
+  VERIFY_IS_APPROX(ab.coeff(1,3), -0.4278731019742696);
+  VERIFY_IS_APPROX(ab.coeff(1,4), -0.3628129162264507);
+  VERIFY_IS_APPROX(ab.coeff(1,5),  0.2069210808481275);
+  VERIFY_IS_APPROX(ab.coeff(2,0),  0.05465890160863986);
+  VERIFY_IS_APPROX(ab.coeff(2,1), -0.2634092511419858);
+  VERIFY_IS_APPROX(ab.coeff(2,2),  0.09871180285793758);
+  VERIFY_IS_APPROX(ab.coeff(2,3), -0.4757066334017702);
+  VERIFY_IS_APPROX(ab.coeff(2,4), -0.04773740823058334);
+  VERIFY_IS_APPROX(ab.coeff(2,5),  0.2300535609645254);
+  VERIFY_IS_APPROX(ab.coeff(3,0), -0.8172945853260133);
+  VERIFY_IS_APPROX(ab.coeff(3,1),  0.2150086428359221);
+  VERIFY_IS_APPROX(ab.coeff(3,2),  0.5825113847292743);
+  VERIFY_IS_APPROX(ab.coeff(3,3), -0.1532433770097174);
+  VERIFY_IS_APPROX(ab.coeff(3,4), -0.329383387282399);
+  VERIFY_IS_APPROX(ab.coeff(3,5),  0.08665207912033064);
+  VERIFY_IS_APPROX(ab.coeff(4,0),  0.8451267514863225);
+  VERIFY_IS_APPROX(ab.coeff(4,1), -0.481996458918977);
+  VERIFY_IS_APPROX(ab.coeff(4,2), -0.6023482390791535);
+  VERIFY_IS_APPROX(ab.coeff(4,3),  0.3435339347164565);
+  VERIFY_IS_APPROX(ab.coeff(4,4),  0.3406002157428891);
+  VERIFY_IS_APPROX(ab.coeff(4,5), -0.1942526344200915);
+  VERIFY_IS_APPROX(ab.coeff(5,0),  0.1111982482925399);
+  VERIFY_IS_APPROX(ab.coeff(5,1), -0.5358806424754169);
+  VERIFY_IS_APPROX(ab.coeff(5,2), -0.07925446559335647);
+  VERIFY_IS_APPROX(ab.coeff(5,3),  0.3819388757769038);
+  VERIFY_IS_APPROX(ab.coeff(5,4),  0.04481475387219876);
+  VERIFY_IS_APPROX(ab.coeff(5,5), -0.2159688616158057);
+}
+
+
+template<typename MatrixType>
+void check_sparse_kronecker_product(const MatrixType& ab)
+{
+  VERIFY_IS_EQUAL(ab.rows(), 12);
+  VERIFY_IS_EQUAL(ab.cols(), 10);
+  VERIFY_IS_EQUAL(ab.nonZeros(), 3*2);
+  VERIFY_IS_APPROX(ab.coeff(3,0), -0.04);
+  VERIFY_IS_APPROX(ab.coeff(5,1),  0.05);
+  VERIFY_IS_APPROX(ab.coeff(0,6), -0.08);
+  VERIFY_IS_APPROX(ab.coeff(2,7),  0.10);
+  VERIFY_IS_APPROX(ab.coeff(6,8),  0.12);
+  VERIFY_IS_APPROX(ab.coeff(8,9), -0.15);
+}
+
+
+void test_kronecker_product()
+{
+  // DM = dense matrix; SM = sparse matrix
+  Matrix<double, 2, 3> DM_a;
+  MatrixXd             DM_b(3,2);
+  SparseMatrix<double> SM_a(2,3);
+  SparseMatrix<double> SM_b(3,2);
+  SM_a.insert(0,0) = DM_a(0,0) = -0.4461540300782201;
+  SM_a.insert(0,1) = DM_a(0,1) = -0.8057364375283049;
+  SM_a.insert(0,2) = DM_a(0,2) =  0.3896572459516341;
+  SM_a.insert(1,0) = DM_a(1,0) = -0.9076572187376921;
+  SM_a.insert(1,1) = DM_a(1,1) =  0.6469156566545853;
+  SM_a.insert(1,2) = DM_a(1,2) = -0.3658010398782789;
+  SM_b.insert(0,0) = DM_b(0,0) =  0.9004440976767099;
+  SM_b.insert(0,1) = DM_b(0,1) = -0.2368830858139832;
+  SM_b.insert(1,0) = DM_b(1,0) = -0.9311078389941825;
+  SM_b.insert(1,1) = DM_b(1,1) =  0.5310335762980047;
+  SM_b.insert(2,0) = DM_b(2,0) = -0.1225112806872035;
+  SM_b.insert(2,1) = DM_b(2,1) =  0.5903998022741264;
+  SparseMatrix<double,RowMajor> SM_row_a(SM_a), SM_row_b(SM_b);
+
+  // test kroneckerProduct(DM_block,DM,DM_fixedSize)
+  Matrix<double, 6, 6> DM_fix_ab;
+  DM_fix_ab(0,0)=37.0;
+  kroneckerProduct(DM_a.block(0,0,2,3),DM_b,DM_fix_ab);
+  CALL_SUBTEST(check_kronecker_product(DM_fix_ab));
+
+  // test kroneckerProduct(DM,DM,DM_block)
+  MatrixXd DM_block_ab(10,15);
+  DM_block_ab(0,0)=37.0;
+  kroneckerProduct(DM_a,DM_b,DM_block_ab.block(2,5,6,6));
+  CALL_SUBTEST(check_kronecker_product(DM_block_ab.block(2,5,6,6)));
+
+  // test kroneckerProduct(DM,DM,DM)
+  MatrixXd DM_ab(1,5);
+  DM_ab(0,0)=37.0;
+  kroneckerProduct(DM_a,DM_b,DM_ab);
+  CALL_SUBTEST(check_kronecker_product(DM_ab));
+
+  // test kroneckerProduct(SM,DM,SM)
+  SparseMatrix<double> SM_ab(1,20);
+  SM_ab.insert(0,0)=37.0;
+  kroneckerProduct(SM_a,DM_b,SM_ab);
+  CALL_SUBTEST(check_kronecker_product(SM_ab));
+  SparseMatrix<double,RowMajor> SM_ab2(10,3);
+  SM_ab2.insert(0,0)=37.0;
+  kroneckerProduct(SM_a,DM_b,SM_ab2);
+  CALL_SUBTEST(check_kronecker_product(SM_ab2));
+
+  // test kroneckerProduct(DM,SM,SM)
+  SM_ab.insert(0,0)=37.0;
+  kroneckerProduct(DM_a,SM_b,SM_ab);
+  CALL_SUBTEST(check_kronecker_product(SM_ab));
+  SM_ab2.insert(0,0)=37.0;
+  kroneckerProduct(DM_a,SM_b,SM_ab2);
+  CALL_SUBTEST(check_kronecker_product(SM_ab2));
+
+  // test kroneckerProduct(SM,SM,SM)
+  SM_ab.resize(2,33);
+  SM_ab.insert(0,0)=37.0;
+  kroneckerProduct(SM_a,SM_b,SM_ab);
+  CALL_SUBTEST(check_kronecker_product(SM_ab));
+  SM_ab2.resize(5,11);
+  SM_ab2.insert(0,0)=37.0;
+  kroneckerProduct(SM_a,SM_b,SM_ab2);
+  CALL_SUBTEST(check_kronecker_product(SM_ab2));
+
+  // test kroneckerProduct(SM,SM,SM) with sparse pattern
+  SM_a.resize(4,5);
+  SM_b.resize(3,2);
+  SM_a.resizeNonZeros(0);
+  SM_b.resizeNonZeros(0);
+  SM_a.insert(1,0) = -0.1;
+  SM_a.insert(0,3) = -0.2;
+  SM_a.insert(2,4) =  0.3;
+  SM_a.finalize();
+  SM_b.insert(0,0) =  0.4;
+  SM_b.insert(2,1) = -0.5;
+  SM_b.finalize();
+  SM_ab.resize(1,1);
+  SM_ab.insert(0,0)=37.0;
+  kroneckerProduct(SM_a,SM_b,SM_ab);
+  CALL_SUBTEST(check_sparse_kronecker_product(SM_ab));
+
+  // test dimension of result of kroneckerProduct(DM,DM,DM)
+  MatrixXd DM_a2(2,1);
+  MatrixXd DM_b2(5,4);
+  MatrixXd DM_ab2;
+  kroneckerProduct(DM_a2,DM_b2,DM_ab2);
+  CALL_SUBTEST(check_dimension(DM_ab2,2*5,1*4));
+  DM_a2.resize(10,9);
+  DM_b2.resize(4,8);
+  kroneckerProduct(DM_a2,DM_b2,DM_ab2);
+  CALL_SUBTEST(check_dimension(DM_ab2,10*4,9*8));
+}