Automatic Generation of Prime Length FFT Programs by C. Sidney Burrus - HTML preview

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Chapter 5Implementing Kronecker Products Efficiently

Implementing Kronecker Products Efficiently

In the algorithm described above we encountered expressions of the form A1A2⊗⋯⊗An which we denote by _autogen-svg2png-0002.png To calculate the product (⊗iAi)x it is computationally advantageous to factor iAi into terms of the form IAiI1. Then each term represents a set of copies of Ai. First, recall the following property of Kronecker products

(5.1) A BC D = ( AC ) ( BD ) .

This property can be used to factor iAi in the following way. Let the number of rows and columns of Ai be denoted by ri and ci respectively. Then

(5.2)
_autogen-svg2png-0012.png

But we can also write

(5.3)
_autogen-svg2png-0013.png

Note that in factorization Equation 5.2, copies of A2 are applied to the data vector x first, followed by copies of A1. On the other hand, in factorization Equation 5.3, copies of A1 are applied to the data vector x first, followed by copies of A2. These two factorizations can be distinguished by the sequence in which A1 and A2 are ordered.

Lets compare the computational complexity of factorizations Equation 5.2 and Equation 5.3. Notice that Equation 5.2 consists of r2 copies of A1 and c1 copies of A2, therefore Equation 5.2 has a computational cost of r2Q1+c1Q2 where Qi is the computational cost of Ai. On the other hand, the computational cost of Equation 5.3 is c2Q1+r1Q2. That is, the factorizations Equation 5.2 and Equation 5.3 have in general different computational costs when Ai are not square. Further, observe that Equation 5.2 is the more efficient factorization exactly when

(5.4) r2 Q1 + c1 Q2 < c2 Q1 + r1 Q2

or equivalently, when

(5.5)
_autogen-svg2png-0032.png

Consequently, in the more efficient factorization, the operation Ai applied to the data vector x first is the one for which the ratio _autogen-svg2png-0035.png is the more negative. If r1>c1 and r2<c2 then Equation 5.4 is always true (Qi is always positive). Therefore, in the most computationally efficient factorization of A1A2, matrices with fewer rows than columns are always applied to the data vector x before matrices with more rows than columns. If both matrices are square, then their ordering does not affect the computational efficiency, because in that case each ordering has the same computation cost.

We now consider the Kronecker product of more than two matrices. For the Kronecker product ni=1Ai there are n! possible different ways in which to order the operations Ai. For example

(5.6)
_autogen-svg2png-0044.png

Each factorization of iAi can be described by a permutation g(·) of {1,...,n} which gives the order in which Ai is applied to the data vector x. Ag(1) is the first operation applied to the data vector x, Ag(2) is the second, and so on. For example, the factorization Equation 5.6 is described by the permutation g(1)=3, g(2)=1, g(3)=2. For n=3, the computational cost of each factorization can be written as

(5.7) C ( g ) = Qg ( 1 ) cg ( 2 ) cg ( 3 ) + rg ( 1 ) Qg ( 2 ) cg ( 3 ) + rg ( 1 ) rg ( 2 ) Qg ( 3 )

In general

(5.8)
_autogen-svg2png-0058.png

Therefore, the most efficient factorization of iAi is described by the permutation g(·) that minimizes C.

It turns out that for the Kronecker product of more than two matrices, the ordering of operations that describes the most efficient factorization of iAi also depends only on the ratios _autogen-svg2png-0063.png. To show that this is the case, suppose u(·) is the permutation that minimizes C, then u(·) has the property that

(5.9)
_autogen-svg2png-0067.png

for k=1,⋯,n–1. To support this, note that since u(·) is the permutation that minimizes C, we have in particular

(5.10) C ( u ) ≤ C ( v )

where v(·) is the permutation defined by the following:

(5.11)
_autogen-svg2png-0073.png

Because only two terms in Equation 5.8 are different, we have from Equation 5.10

(5.12)
_autogen-svg2png-0074.png

which, after canceling common terms from each side, gives

(5.13) Qu ( k ) cu ( k + 1 ) + ru ( k ) Qu ( k + 1 ) ≤ Qv ( k ) cv ( k + 1 ) + rv ( k ) Qv ( k + 1 ) .

Since v(k)=u(k+1) and v(k+1)=u(k) this becomes

(5.14) Qu ( k ) cu ( k + 1 ) + ru ( k ) Qu ( k + 1 ) ≤ Qu ( k + 1 ) cu ( k ) + ru ( k + 1 ) Qu ( k )

which is equivalent to Equation 5.9. Therefore, to find the best factorization of iAi it is necessary only to compute the ratios _autogen-svg2png-0080.png and to order them in an non-decreasing order. The operation Ai whose index appears first in this list is applied to the data vector x first, and so on

As above, if ru(k+1)>cu(k+1) and ru(k)<cu(k) then Equation 5.14 is always true. Therefore, in the most computationally efficient factorization of iAi, all matrices with fewer rows than columns are always applied to the data vector x before any matrices with more rows than columns. If some matrices are square, then their ordering does not affect the computational efficiency as long as they are applied after all matrices with fewer rows than columns and before all matrices with more rows than columns.

Once the permutation g(·) that minimizes C is determined by ordering the ratios _autogen-svg2png-0089.png, iAi can be written as

(5.15)
_autogen-svg2png-0091.png

where

(5.16)
_autogen-svg2png-0092.png
(5.17)
_autogen-svg2png-0093.png

and where γ(·) is defined by

(5.18)
_autogen-svg2png-0095.png

Some Matlab Code

A Matlab program that computes the permutation that describes the computationally most efficient factorization of ni=1Ai is cgc() . It also gives the resulting computational cost. It requires the computational cost of each of the matrices Ai and the number of rows and columns of each.

function [g,C] = cgc(Q,r,c,n)
% [g,C] = cgc(Q,r,c,n);
% Compute g and C
% g : permutation that minimizes C
% C : computational cost of Kronecker product of A(1),...,A(n)
% Q : computation cost of A(i)
% r : rows of A(i)
% c : columns of A(i)
% n : number of terms
f = find(Q==0);
Q(f) = eps * ones(size(Q(f)));
Q = Q(:);
r = r(:);
c = c(:);
[s,g] = sort((r-c)./Q);
C = 0;
for i = 1:n
   C = C + prod(r(g(1:i-1)))*Q(g(i))*prod(c(g(i+1:n)));
end
C = round(C);

The Matlab program kpi() implements the Kronecker product ni=1Ai.

function y = kpi(d,g,r,c,n,x)
% y = kpi(d,g,r,c,n,x);
% Kronecker Product : A(d(1)) kron ... kron A(d(n))
% g : permutation of 1,...,n 
% r : [r(1),...,r(n)]
% c : [c(1),..,c(n)]
% r(i) : rows of A(d(i))
% c(i) : columns of A(d(i))
% n : number of terms
for i = 1:n
   a = 1;
   for k = 1:(g(i)-1)
      if i > find(g==k) 
         a = a * r(k);
      else
         a = a * c(k);
      end
   end
   b = 1;
   for k = (g(i)+1):n
      if i > find(g==k)
         b = b * r(k);
      else
         b = b * c(k);
      end
   end
   % y = (I(a) kron A(d(g(i))) kron I(b)) * x;
   y = IAI(d(g(i)),a,b,x);
end

where the last line of code calls a function that implements _autogen-svg2png-0099.png. That is, the program IAI(i,a,b,x) implements _autogen-svg2png-0100.png.

The Matlab program IAI implements _autogen-svg2png-0101.png

function y = IAI(A,r,c,m,n,x)
% y = (I(m) kron A kron I(n))x
% r : number of rows of A
% c : number of columns of A
v = 0:n:n*(r-1);
u = 0:n:n*(c-1);
for i = 0:m-1
   for j = 0:n-1
      y(v+i*r*n+j+1) = A * x(u+i*c*n+j+1);
   end
end

It simply uses two loops to implement the mn copies of A. Each copy of A is applied to a different subset of the elements of x.

Vector/Parallel Interpretation

The command IAI where is the Kronecker (or Tensor) product can be interpreted as a vector/parallel command 2, 3. In these references, the implementation of these commands is discussed in detail and they have found that the Ten