Introduce KhatriRaoMap and FaceSplittingMap
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Codecov ReportBase: 99.58% // Head: 99.47% // Decreases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## master #191 +/- ##
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- Coverage 99.58% 99.47% -0.12%
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Files 18 19 +1
Lines 1460 1526 +66
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+ Hits 1454 1518 +64
- Misses 6 8 +2
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dkarrasch
changed the title
vector ⊗ vector caseKhatriRaoMap and FaceSplittingMap
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@PythonNut Do you wanna take a look and see if it's useful for you? |
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This is a major improvement for a narrow, but potentially interesting case: MichielStock/Kronecker.jl#91.
EDIT: I realized it makes sense to introduce a
KhatriRaoMaptype, which corresponds to "columnwise Kronecker products". For not too small matricesAandBwith equal number of columns (say larger than 5), map-vector-application is faster than what you get for a materialized matrix-vector product, besides the added benefit that this is lazy! In other languages, explicit versions seem to be pretty standard, see:https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.khatri_rao.html
https://www.rdocumentation.org/packages/Matrix/versions/1.4-1/topics/KhatriRao
Unfortunately, I couldn't find an improved way to implement the rowwise Kronecker product, or "face-splitting product", but since it's related to the adjoint/transpose of the Khatri-Rao product, it's included anyway.