Source code for tensorly.tenalg.core_tenalg._khatri_rao

from ... import backend as T
import warnings

# Author: Jean Kossaifi

# License: BSD 3 clause

[docs]def khatri_rao(matrices, weights=None, skip_matrix=None, reverse=False, mask=None): """Khatri-Rao product of a list of matrices This can be seen as a column-wise kronecker product. (see [1]_ for more details). If one matrix only is given, that matrix is directly returned. Parameters ---------- matrices : 2D-array list list of matrices with the same number of columns, i.e.:: for i in len(matrices): matrices[i].shape = (n_i, m) weights : 1D-array array of weights for each rank, of length m, the number of column of the factors (i.e. m == factor[i].shape[1] for any factor) skip_matrix : None or int, optional, default is None if not None, index of a matrix to skip reverse : bool, optional if True, the order of the matrices is reversed Returns ------- khatri_rao_product: matrix of shape ``(prod(n_i), m)`` where ``prod(n_i) = prod([m.shape[0] for m in matrices])`` i.e. the product of the number of rows of all the matrices in the product. Notes ----- Mathematically: .. math:: \\text{If every matrix } U_k \\text{ is of size } (I_k \\times R),\\\\ \\text{Then } \\left(U_1 \\bigodot \\cdots \\bigodot U_n \\right) \\text{ is of size } (\\prod_{k=1}^n I_k \\times R) A more intuitive but slower implementation is:: kr_product = np.zeros((n_rows, n_columns)) for i in range(n_columns): cum_prod = matrices[0][:, i] # Accumulates the khatri-rao product of the i-th columns for matrix in matrices[1:]: cum_prod = np.einsum('i,j->ij', cum_prod, matrix[:, i]).ravel() # the i-th column corresponds to the kronecker product of all the i-th columns of all matrices: kr_product[:, i] = cum_prod return kr_product References ---------- .. [1] T.G.Kolda and B.W.Bader, "Tensor Decompositions and Applications", SIAM REVIEW, vol. 51, n. 3, pp. 455-500, 2009. """ if skip_matrix is not None: matrices = [matrices[i] for i in range(len(matrices)) if i != skip_matrix] # Khatri-rao of only one matrix: just return that matrix if len(matrices) == 1: return matrices[0] if T.ndim(matrices[0]) == 2: n_columns = matrices[0].shape[1] else: n_columns = 1 matrices = [T.reshape(m, (-1, 1)) for m in matrices] warnings.warn('Khatri-rao of a series of vectors instead of matrices. ' 'Condidering each has a matrix with 1 column.') # Optional part, testing whether the matrices have the proper size for i, matrix in enumerate(matrices): if T.ndim(matrix) != 2: raise ValueError('All the matrices must have exactly 2 dimensions!' 'Matrix {} has dimension {} != 2.'.format( i, T.ndim(matrix))) if matrix.shape[1] != n_columns: raise ValueError('All matrices must have same number of columns!' 'Matrix {} has {} columns != {}.'.format( i, matrix.shape[1], n_columns)) if reverse: matrices = matrices[::-1] # Note: we do NOT use .reverse() which would reverse matrices even outside this function return, weights=weights, mask=mask)