Fast Kronecker matrix multiplication
Fast Kronecker matrix multiplication, for both full and sparse matrices
of any size. Never computes the actual Kronecker matrix and omits
multiplication by identity matrices.
y = kronm(Q,x) computes
y = (Q{k} kron ... Q{2} kron Q{1})*x
If Q contains only two matrices and x is a vector, the code uses the
identity
( Q{2} kron Q{1} )*vec(X) = vec(Q{1}*X*Q{2}'),
where vec(X)=x. If Q contains more than two matrices and/or if x has more
than one column, the algorithm uses a generalized form of this identity.
The idea of the algorithm is to see x as a multi-dimensional array and to
apply the linear maps Q{i} separately for each dimension i.
Acknowledgement:
This code follows the same idea as 'kronmult' by Paul G. Constantine &
David F. Gleich (Stanford, 2009). However, I avoid loops and allow for
non-square inputs Q{i}. I have also included the special treatment for
identity matrices.
Zitieren als
Matthias Kredler (2024). Fast Kronecker matrix multiplication (https://www.mathworks.com/matlabcentral/fileexchange/53382-fast-kronecker-matrix-multiplication), MATLAB Central File Exchange. Abgerufen .
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Inspiriert von: Fast and Efficient Kronecker Multiplication
Inspiriert: Matrix times array
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Version | Veröffentlicht | Versionshinweise | |
---|---|---|---|
1.0.0.0 | Fixed some typos in description and made it more precise. No changes to actual code. |