aboutsummaryrefslogtreecommitdiffhomepage
path: root/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h
blob: 6a9b0be88a177a0ca761a2a4c9eb53b81db1fc64 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
// 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>
// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
//
// 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/.

#ifndef KRONECKER_TENSOR_PRODUCT_H
#define KRONECKER_TENSOR_PRODUCT_H

namespace Eigen {

/*!
 * \ingroup KroneckerProduct_Module
 *
 * \brief The base class of dense and sparse Kronecker product.
 *
 * \tparam Derived is the derived type.
 */
template<typename Derived>
class KroneckerProductBase : public ReturnByValue<Derived>
{
  private:
    typedef typename internal::traits<Derived> Traits;
    typedef typename Traits::Scalar Scalar;

  protected:
    typedef typename Traits::Lhs Lhs;
    typedef typename Traits::Rhs Rhs;

  public:
    /*! \brief Constructor. */
    KroneckerProductBase(const Lhs& A, const Rhs& B)
      : m_A(A), m_B(B)
    {}

    inline Index rows() const { return m_A.rows() * m_B.rows(); }
    inline Index cols() const { return m_A.cols() * m_B.cols(); }

    /*!
     * This overrides ReturnByValue::coeff because this function is
     * efficient enough.
     */
    Scalar coeff(Index row, Index col) const
    {
      return m_A.coeff(row / m_B.rows(), col / m_B.cols()) *
             m_B.coeff(row % m_B.rows(), col % m_B.cols());
    }

    /*!
     * This overrides ReturnByValue::coeff because this function is
     * efficient enough.
     */
    Scalar coeff(Index i) const
    {
      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
      return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size());
    }

  protected:
    typename Lhs::Nested m_A;
    typename Rhs::Nested m_B;
};

/*!
 * \ingroup KroneckerProduct_Module
 *
 * \brief Kronecker tensor product helper class for dense matrices
 *
 * This class is the return value of kroneckerProduct(MatrixBase,
 * MatrixBase). Use the function rather than construct this class
 * directly to avoid specifying template prarameters.
 *
 * \tparam Lhs  Type of the left-hand side, a matrix expression.
 * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
 */
template<typename Lhs, typename Rhs>
class KroneckerProduct : public KroneckerProductBase<KroneckerProduct<Lhs,Rhs> >
{
  private:
    typedef KroneckerProductBase<KroneckerProduct> Base;
    using Base::m_A;
    using Base::m_B;

  public:
    /*! \brief Constructor. */
    KroneckerProduct(const Lhs& A, const Rhs& B)
      : Base(A, B)
    {}

    /*! \brief Evaluate the Kronecker tensor product. */
    template<typename Dest> void evalTo(Dest& dst) const;
};

/*!
 * \ingroup KroneckerProduct_Module
 *
 * \brief Kronecker tensor product helper class for sparse matrices
 *
 * If at least one of the operands is a sparse matrix expression,
 * then this class is returned and evaluates into a sparse matrix.
 *
 * This class is the return value of kroneckerProduct(EigenBase,
 * EigenBase). Use the function rather than construct this class
 * directly to avoid specifying template prarameters.
 *
 * \tparam Lhs  Type of the left-hand side, a matrix expression.
 * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
 */
template<typename Lhs, typename Rhs>
class KroneckerProductSparse : public KroneckerProductBase<KroneckerProductSparse<Lhs,Rhs> >
{
  private:
    typedef KroneckerProductBase<KroneckerProductSparse> Base;
    using Base::m_A;
    using Base::m_B;

  public:
    /*! \brief Constructor. */
    KroneckerProductSparse(const Lhs& A, const Rhs& B)
      : Base(A, B)
    {}

    /*! \brief Evaluate the Kronecker tensor product. */
    template<typename Dest> void evalTo(Dest& dst) const;
};

template<typename Lhs, typename Rhs>
template<typename Dest>
void KroneckerProduct<Lhs,Rhs>::evalTo(Dest& dst) const
{
  const int BlockRows = Rhs::RowsAtCompileTime,
            BlockCols = Rhs::ColsAtCompileTime;
  const Index Br = m_B.rows(),
              Bc = m_B.cols();
  for (Index i=0; i < m_A.rows(); ++i)
    for (Index j=0; j < m_A.cols(); ++j)
      Block<Dest,BlockRows,BlockCols>(dst,i*Br,j*Bc,Br,Bc) = m_A.coeff(i,j) * m_B;
}

template<typename Lhs, typename Rhs>
template<typename Dest>
void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const
{
  Index Br = m_B.rows(), Bc = m_B.cols();
  dst.resize(this->rows(), this->cols());
  dst.resizeNonZeros(0);
  
  // 1 - evaluate the operands if needed:
  typedef typename internal::nested_eval<Lhs,Dynamic>::type Lhs1;
  typedef typename internal::remove_all<Lhs1>::type Lhs1Cleaned;
  const Lhs1 lhs1(m_A);
  typedef typename internal::nested_eval<Rhs,Dynamic>::type Rhs1;
  typedef typename internal::remove_all<Rhs1>::type Rhs1Cleaned;
  const Rhs1 rhs1(m_B);
    
  // 2 - construct respective iterators
  typedef Eigen::InnerIterator<Lhs1Cleaned> LhsInnerIterator;
  typedef Eigen::InnerIterator<Rhs1Cleaned> RhsInnerIterator;
  
  // compute number of non-zeros per innervectors of dst
  {
    // TODO VectorXi is not necessarily big enough!
    VectorXi nnzA = VectorXi::Zero(Dest::IsRowMajor ? m_A.rows() : m_A.cols());
    for (Index kA=0; kA < m_A.outerSize(); ++kA)
      for (LhsInnerIterator itA(lhs1,kA); itA; ++itA)
        nnzA(Dest::IsRowMajor ? itA.row() : itA.col())++;
      
    VectorXi nnzB = VectorXi::Zero(Dest::IsRowMajor ? m_B.rows() : m_B.cols());
    for (Index kB=0; kB < m_B.outerSize(); ++kB)
      for (RhsInnerIterator itB(rhs1,kB); itB; ++itB)
        nnzB(Dest::IsRowMajor ? itB.row() : itB.col())++;
    
    Matrix<int,Dynamic,Dynamic,ColMajor> nnzAB = nnzB * nnzA.transpose();
    dst.reserve(VectorXi::Map(nnzAB.data(), nnzAB.size()));
  }

  for (Index kA=0; kA < m_A.outerSize(); ++kA)
  {
    for (Index kB=0; kB < m_B.outerSize(); ++kB)
    {
      for (LhsInnerIterator itA(lhs1,kA); itA; ++itA)
      {
        for (RhsInnerIterator itB(rhs1,kB); itB; ++itB)
        {
          Index i = itA.row() * Br + itB.row(),
                j = itA.col() * Bc + itB.col();
          dst.insert(i,j) = itA.value() * itB.value();
        }
      }
    }
  }
}

namespace internal {

template<typename _Lhs, typename _Rhs>
struct traits<KroneckerProduct<_Lhs,_Rhs> >
{
  typedef typename remove_all<_Lhs>::type Lhs;
  typedef typename remove_all<_Rhs>::type Rhs;
  typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
  typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex;

  enum {
    Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
    Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
    MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
    MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret
  };

  typedef Matrix<Scalar,Rows,Cols> ReturnType;
};

template<typename _Lhs, typename _Rhs>
struct traits<KroneckerProductSparse<_Lhs,_Rhs> >
{
  typedef MatrixXpr XprKind;
  typedef typename remove_all<_Lhs>::type Lhs;
  typedef typename remove_all<_Rhs>::type Rhs;
  typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
  typedef typename cwise_promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind, scalar_product_op<typename Lhs::Scalar, typename Rhs::Scalar> >::ret StorageKind;
  typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex;

  enum {
    LhsFlags = Lhs::Flags,
    RhsFlags = Rhs::Flags,

    RowsAtCompileTime = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
    ColsAtCompileTime = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
    MaxRowsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
    MaxColsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,

    EvalToRowMajor = (int(LhsFlags) & int(RhsFlags) & RowMajorBit),
    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),

    Flags = ((int(LhsFlags) | int(RhsFlags)) & HereditaryBits & RemovedBits)
          | EvalBeforeNestingBit,
    CoeffReadCost = HugeCost
  };

  typedef SparseMatrix<Scalar, 0, StorageIndex> ReturnType;
};

} // end namespace internal

/*!
 * \ingroup KroneckerProduct_Module
 *
 * Computes Kronecker tensor product of two dense matrices
 *
 * \warning If you want to replace a matrix by its Kronecker product
 *          with some matrix, do \b NOT do this:
 * \code
 * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
 * \endcode
 * instead, use eval() to work around this:
 * \code
 * A = kroneckerProduct(A,B).eval();
 * \endcode
 *
 * \param a  Dense matrix a
 * \param b  Dense matrix b
 * \return   Kronecker tensor product of a and b
 */
template<typename A, typename B>
KroneckerProduct<A,B> kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b)
{
  return KroneckerProduct<A, B>(a.derived(), b.derived());
}

/*!
 * \ingroup KroneckerProduct_Module
 *
 * Computes Kronecker tensor product of two matrices, at least one of
 * which is sparse
 *
 * \warning If you want to replace a matrix by its Kronecker product
 *          with some matrix, do \b NOT do this:
 * \code
 * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
 * \endcode
 * instead, use eval() to work around this:
 * \code
 * A = kroneckerProduct(A,B).eval();
 * \endcode
 *
 * \param a  Dense/sparse matrix a
 * \param b  Dense/sparse matrix b
 * \return   Kronecker tensor product of a and b, stored in a sparse
 *           matrix
 */
template<typename A, typename B>
KroneckerProductSparse<A,B> kroneckerProduct(const EigenBase<A>& a, const EigenBase<B>& b)
{
  return KroneckerProductSparse<A,B>(a.derived(), b.derived());
}

} // end namespace Eigen

#endif // KRONECKER_TENSOR_PRODUCT_H