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

unsupported/Eigen/CMakeLists.txt

@@ -1,6 +1,6 @@
 set(Eigen_HEADERS AdolcForward BVH IterativeSolvers MatrixFunctions MoreVectorization AutoDiff AlignedVector3 Polynomials
                   CholmodSupport FFT NonLinearOptimization SparseExtra SuperLUSupport UmfPackSupport IterativeSolvers
-                  NumericalDiff Skyline MPRealSupport OpenGLSupport
+                  NumericalDiff Skyline MPRealSupport OpenGLSupport KroneckerProduct
    )
 
 install(FILES

unsupported/Eigen/KroneckerProduct

@@ -0,0 +1,26 @@
+#ifndef EIGEN_KRONECKER_PRODUCT_MODULE_H
+#define EIGEN_KRONECKER_PRODUCT_MODULE_H
+
+#include "../../Eigen/Core"
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+namespace Eigen {
+
+/** \ingroup Unsupported_modules
+  * \defgroup KroneckerProduct_Module KroneckerProduct module
+  *
+  * This module contains an experimental Kronecker product implementation.
+  *
+  * \code
+  * #include <Eigen/KroneckerProduct>
+  * \endcode
+  */
+
+#include "src/KroneckerProduct/KroneckerTensorProduct.h"
+
+} // namespace Eigen
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_KRONECKER_PRODUCT_MODULE_H

unsupported/Eigen/src/CMakeLists.txt

@@ -9,3 +9,4 @@ ADD_SUBDIRECTORY(NumericalDiff)
 ADD_SUBDIRECTORY(Polynomials)
 ADD_SUBDIRECTORY(Skyline)
 ADD_SUBDIRECTORY(SparseExtra)
+ADD_SUBDIRECTORY(KroneckerProduct)

unsupported/Eigen/src/KroneckerProduct/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_KroneckerProduct_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_KroneckerProduct_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/KroneckerProduct COMPONENT Devel
+  )

unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h

@@ -0,0 +1,168 @@
+// 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/>.
+
+
+#ifndef KRONECKER_TENSOR_PRODUCT_H
+#define KRONECKER_TENSOR_PRODUCT_H
+
+
+namespace internal {
+
+/*!
+ * Kronecker tensor product helper function for dense matrices
+ *
+ * \param A   Dense matrix A
+ * \param B   Dense matrix B
+ * \param AB_ Kronecker tensor product of A and B
+ */
+template<typename Derived_A, typename Derived_B, typename Derived_AB>
+void kroneckerProduct_full(const Derived_A& A, const Derived_B& B, Derived_AB & AB)
+{
+  const unsigned int Ar = A.rows(),
+                     Ac = A.cols(),
+                     Br = B.rows(),
+                     Bc = B.cols();
+  for (unsigned int i=0; i<Ar; ++i)
+    for (unsigned int j=0; j<Ac; ++j)
+      AB.block(i*Br,j*Bc,Br,Bc) = A(i,j)*B;
+}
+
+
+/*!
+ * Kronecker tensor product helper function for matrices, where at least one is sparse
+ *
+ * \param A   Matrix A
+ * \param B   Matrix B
+ * \param AB_ Kronecker tensor product of A and B
+ */
+template<typename Derived_A, typename Derived_B, typename Derived_AB>
+void kroneckerProduct_sparse(const Derived_A &A, const Derived_B &B, Derived_AB &AB)
+{
+  const unsigned int Ar = A.rows(),
+                     Ac = A.cols(),
+                     Br = B.rows(),
+                     Bc = B.cols();
+  AB.resize(Ar*Br,Ac*Bc);
+  AB.resizeNonZeros(0);
+  AB.reserve(A.nonZeros()*B.nonZeros());
+
+  for (int kA=0; kA<A.outerSize(); ++kA)
+  {
+    for (int kB=0; kB<B.outerSize(); ++kB)
+    {
+      for (typename Derived_A::InnerIterator itA(A,kA); itA; ++itA)
+      {
+        for (typename Derived_B::InnerIterator itB(B,kB); itB; ++itB)
+        {
+          const unsigned int iA = itA.row(),
+                             jA = itA.col(),
+                             iB = itB.row(),
+                             jB = itB.col(),
+                             i  = iA*Br + iB,
+                             j  = jA*Bc + jB;
+          AB.insert(i,j) = itA.value() * itB.value();
+        }
+      }
+    }
+  }
+}
+
+} // end namespace internal
+
+
+
+/*!
+ * Computes Kronecker tensor product of two dense matrices
+ *
+ * \param a  Dense matrix a
+ * \param b  Dense matrix b
+ * \param c  Kronecker tensor product of a and b
+ */
+template<typename A,typename B,typename CScalar,int CRows,int CCols, int COptions, int CMaxRows, int CMaxCols>
+void kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b, Matrix<CScalar,CRows,CCols,COptions,CMaxRows,CMaxCols>& c)
+{
+  c.resize(a.rows()*b.rows(),a.cols()*b.cols());
+  internal::kroneckerProduct_full(a.derived(), b.derived(), c);
+}
+
+/*!
+ * Computes Kronecker tensor product of two dense matrices
+ *
+ * Remark: this function uses the const cast hack and has been
+ *         implemented to make the function call possible, where the
+ *         output matrix is a submatrix, e.g.
+ *           kroneckerProduct(A,B,AB.block(2,5,6,6));
+ *
+ * \param a  Dense matrix a
+ * \param b  Dense matrix b
+ * \param c  Kronecker tensor product of a and b
+ */
+template<typename A,typename B,typename C>
+void kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b, MatrixBase<C> const & c_)
+{
+  MatrixBase<C>& c = const_cast<MatrixBase<C>& >(c_);
+  internal::kroneckerProduct_full(a.derived(), b.derived(), c.derived());
+}
+
+/*!
+ * Computes Kronecker tensor product of a dense and a sparse matrix
+ *
+ * \param a  Dense matrix a
+ * \param b  Sparse matrix b
+ * \param c  Kronecker tensor product of a and b
+ */
+template<typename A,typename B,typename C>
+void kroneckerProduct(const MatrixBase<A>& a, const SparseMatrixBase<B>& b, SparseMatrixBase<C>& c)
+{
+  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
+}
+
+/*!
+ * Computes Kronecker tensor product of a sparse and a dense matrix
+ *
+ * \param a  Sparse matrix a
+ * \param b  Dense matrix b
+ * \param c  Kronecker tensor product of a and b
+ */
+template<typename A,typename B,typename C>
+void kroneckerProduct(const SparseMatrixBase<A>& a, const MatrixBase<B>& b, SparseMatrixBase<C>& c)
+{
+  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
+}
+
+/*!
+ * Computes Kronecker tensor product of two sparse matrices
+ *
+ * \param a  Sparse matrix a
+ * \param b  Sparse matrix b
+ * \param c  Kronecker tensor product of a and b
+ */
+template<typename A,typename B,typename C>
+void kroneckerProduct(const SparseMatrixBase<A>& a, const SparseMatrixBase<B>& b, SparseMatrixBase<C>& c)
+{
+  internal::kroneckerProduct_sparse(a.derived(), b.derived(), c.derived());
+}
+
+#endif // KRONECKER_TENSOR_PRODUCT_H