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feat: Kronecker linear-operator. #8

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daniel-dodd opened this issue Nov 29, 2022 · 0 comments
Open

feat: Kronecker linear-operator. #8

daniel-dodd opened this issue Nov 29, 2022 · 0 comments
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enhancement New feature or request

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@daniel-dodd
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Would be nice to support a Kronecker linear operator, that takes a list of linear operators and constructs a Kronecker matrix. This would be highly useful for spatial statistics.

import jax.numpy as jnp

mat = jnp.array([[1., 2.], [3., 4.]])
diag = jnp.array([5., 6.])


A = DenseLinearOperator(mat)
B = DiagonalLinearOperator(diag)

KroneckerLinearOperator([A, B]) # A ⊗ B
@daniel-dodd daniel-dodd added the enhancement New feature or request label Nov 29, 2022
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