mykroneckerproduct.C

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/*
 * This file is part of the SPLINTER library.
 * Copyright (C) 2012 Bjarne Grimstad (bjarne.grimstad@gmail.com).
 *
 * 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/.
*/
 
#include "mykroneckerproduct.h"
#include <unsupported/Eigen/KroneckerProduct>
 
namespace SPLINTER
{
 
/*
 * Implementation of Kronecker product.
 * Eigen has an implementation of the Kronecker product,
 * but it is very slow due to poor memory reservation.
 * See: https://forum.kde.org/viewtopic.php?f=74&t=106955&p=309990&hilit=kronecker#p309990
 * When Eigen update their implementation, and officially support it, we switch to that.
 */
SparseMatrix myKroneckerProduct(const SparseMatrix& A, const SparseMatrix& B)
{
    SparseMatrix AB(A.rows()*B.rows(), A.cols()*B.cols());
    // Reserve memory for AB
    //AB.reserve(A.nonZeros()*B.nonZeros()); // Does not reserve inner vectors (slow)
    //int innernnz = std::ceil(A.nonZeros()*B.nonZeros()/AB.outerSize());
    //AB.reserve(Eigen::VectorXi::Constant(AB.outerSize(), innernnz)); // Assumes equal distribution of non-zeros (slow)
    // Calculate exact number of non-zeros for each inner vector
    Eigen::VectorXi nnzA = Eigen::VectorXi::Zero(A.outerSize());
    Eigen::VectorXi nnzB = Eigen::VectorXi::Zero(B.outerSize());
    Eigen::VectorXi nnzAB = Eigen::VectorXi::Zero(AB.outerSize());
    //innerNonZeros.setZero();
 
    for (int jA = 0; jA < A.outerSize(); ++jA)
    {
        int nnz = 0;
 
        for (SparseMatrix::InnerIterator itA(A, jA); itA; ++itA)
        {
            nnz++;
        }
 
        nnzA(jA) = nnz;
    }
 
    for (int jB = 0; jB < B.outerSize(); ++jB)
    {
        int nnz = 0;
 
        for (SparseMatrix::InnerIterator itB(B, jB); itB; ++itB)
        {
            nnz++;
        }
 
        nnzB(jB) = nnz;
    }
 
    int innz = 0;
 
    for (int i = 0; i < nnzA.rows(); ++i)
    {
        for (int j = 0; j < nnzB.rows(); ++j)
        {
            nnzAB(innz) = nnzA(i) * nnzB(j);
            innz++;
        }
    }
 
    AB.reserve(nnzAB);
    // Non-zero tolerance
    double tolerance = std::numeric_limits<SparseMatrix::Scalar>::epsilon();
 
    // Compute Kronecker product
    for (int jA = 0; jA < A.outerSize(); ++jA)
    {
        for (SparseMatrix::InnerIterator itA(A, jA); itA; ++itA)
        {
            if (std::abs(itA.value()) > tolerance)
            {
                int jrow = itA.row() * B.rows();
                int jcol = itA.col() * B.cols();
 
                for (int jB = 0; jB < B.outerSize(); ++jB)
                {
                    for (SparseMatrix::InnerIterator itB(B, jB); itB; ++itB)
                    {
                        if (std::abs(itA.value()*itB.value()) > tolerance)
                        {
                            int row = jrow + itB.row();
                            int col = jcol + itB.col();
                            AB.insert(row, col) = itA.value() * itB.value();
                        }
                    }
                }
            }
        }
    }
 
    AB.makeCompressed();
    return AB;
}
 
SparseVector kroneckerProductVectors(const std::vector<SparseVector>& vectors)
{
    // Create two temp matrices
    SparseMatrix temp1(1, 1);
    temp1.insert(0, 0) = 1;
    SparseMatrix temp2 = temp1;
    // Multiply from left
    int counter = 0;
 
    for (const auto& vec : vectors)
    {
        // Avoid copy
        if (counter % 2 == 0)
        {
            temp1 = kroneckerProduct(temp2, vec);
        }
        else
        {
            temp2 = kroneckerProduct(temp1, vec);
        }
 
        ++counter;
    }
 
    // Return correct product
    if (counter % 2 == 0)
    {
        return temp2;
    }
 
    return temp1;
}
 
DenseVector kroneckerProductVectors(const std::vector<DenseVector>& vectors)
{
    // Create two temp matrices
    DenseVector temp1(1);
    temp1(0) = 1;
    DenseVector temp2 = temp1;
    // Multiply from left
    int counter = 0;
 
    for (const auto& vec : vectors)
    {
        // Avoid copy
        if (counter % 2 == 0)
        {
            temp1 = kroneckerProduct(temp2, vec);
        }
        else
        {
            temp2 = kroneckerProduct(temp1, vec);
        }
 
        ++counter;
    }
 
    // Return correct product
    if (counter % 2 == 0)
    {
        return temp2;
    }
 
    return temp1;
}
 
SparseMatrix kroneckerProductMatrices(const std::vector<SparseMatrix>& matrices)
{
    // Create two temp matrices
    SparseMatrix temp1(1, 1);
    temp1.insert(0, 0) = 1;
    SparseMatrix temp2 = temp1;
    // Multiply from left
    int counter = 0;
 
    for (const auto& mat : matrices)
    {
        // Avoid copy
        if (counter % 2 == 0)
        {
            temp1 = kroneckerProduct(temp2, mat);
        }
        else
        {
            temp2 = kroneckerProduct(temp1, mat);
        }
 
        ++counter;
    }
 
    // Return correct product
    if (counter % 2 == 0)
    {
        return temp2;
    }
 
    return temp1;
}
 
} // namespace SPLINTER