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KroneckerReparamResult

Struct KroneckerReparamResult 

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pub struct KroneckerReparamResult {
    pub reparameterized_marginals: Arc<Vec<Array2<f64>>>,
    pub marginal_eigenvalues: Arc<Vec<Array1<f64>>>,
    pub marginal_qs: Arc<Vec<Array2<f64>>>,
    pub log_det: f64,
    pub det1: Array1<f64>,
    pub det2: Array2<f64>,
    pub penalty_shrinkage_ridge: f64,
    pub has_double_penalty: bool,
    pub marginal_dims: Vec<usize>,
}
Expand description

Result of Kronecker-factored reparameterization.

Exploits the fact that for Kronecker-structured penalties, the joint eigenvector matrix is U_1 ⊗ ... ⊗ U_d and the reparameterized design is a rowwise Kronecker of (B_k U_k) — all remaining factored.

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§reparameterized_marginals: Arc<Vec<Array2<f64>>>

Reparameterized marginal designs: B_k · U_k for each marginal k.

Arc-shared with the λ-invariant cache so the per-outer-iterate memoized engine bumps a refcount instead of deep-copying the (n × q) reparameterized marginals every call.

§marginal_eigenvalues: Arc<Vec<Array1<f64>>>

Marginal eigenvalues from each marginal penalty eigendecomposition.

§marginal_qs: Arc<Vec<Array2<f64>>>

Marginal eigenvector matrices U_k.

§log_det: f64

log|S|₊ computed from marginal eigenvalue grid.

§det1: Array1<f64>

First derivatives of log|S|₊ w.r.t. ρ_k = log(λ_k).

§det2: Array2<f64>

Second derivatives of log|S|₊ w.r.t. ρ.

§penalty_shrinkage_ridge: f64

Shrinkage ridge added to eigenvalues (if any).

§has_double_penalty: bool

Whether a double penalty (global ridge) is present.

§marginal_dims: Vec<usize>

Marginal basis dimensions.

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impl KroneckerReparamResult

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pub fn materialize_qs(&self) -> Array2<f64>

Materialize the joint Qs matrix (U_1 ⊗ … ⊗ U_d) as dense p×p. Only for fallback paths — avoid in hot loops.

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pub fn materialize_s_transformed(&self, lambdas: &[f64]) -> Array2<f64>

Materialize s_transformed (the penalty in the reparameterized basis). In the eigenbasis, this is diagonal with entries Σ_k λ_k μ_{k,j_k}.

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pub fn materialize_dense_artifact_result( &self, rs_list: &[Array2<f64>], lambdas: &[f64], p: usize, ) -> Result<ReparamResult, EstimationError>

Explicitly materialize the dense artifact bundle expected by legacy downstream consumers. This is not part of the native Kronecker solve path.

Trait Implementations§

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impl Clone for KroneckerReparamResult

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fn clone(&self) -> KroneckerReparamResult

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

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