Skip to main content

Module construction

Module construction 

Source

Structs§

CanonicalPenalty
A canonicalized penalty with block-local root, ready for the solver.
EngineDims
Minimal engine layout descriptor that avoids domain-specific layout coupling.
KroneckerReparamResult
Result of Kronecker-factored reparameterization.
PenaltyMatrix
PenaltyNullSplit
The λ-invariant declared-null subspace of a penalty reparameterization, materialized in both coefficient frames (#2454).
ReparamInvariant
Lambda-independent reparameterization invariants derived from penalty structure.
ReparamResult
Result of the stable reparameterization algorithm from Wood (2011) Appendix B

Enums§

PenaltyFrame
The coefficient frame a set of penalty roots is expressed in.
PenaltyRepresentation

Functions§

canonicalize_penalty_spec
Canonicalize a single PenaltySpec into a CanonicalPenalty by computing the block-local eigendecomposition and extracting the root.
canonicalize_penalty_specs
Canonicalize a batch of penalty specs, dropping zero-rank penalties. Returns (active_penalties, active_nullspace_dims).
create_balanced_penalty_root_from_canonical
Creates a balanced penalty root from canonical penalties.
kronecker_logdet_and_derivatives
kronecker_product
Computes the Kronecker product A ⊗ B for penalty matrix construction. This is used to create tensor product penalties that enforce smoothness in multiple dimensions for interaction terms.
kronecker_reparameterization_engine
Kronecker-factored reparameterization for tensor-product penalties.
kronecker_reparameterization_engine_with_invariant
Kronecker-factored reparameterization reusing a precomputed λ-invariant structure (eigensystems, reparameterized marginals, shrinkage scale).
precompute_reparam_invariant_from_canonical
Precompute the lambda-invariant reparameterization structure from canonical penalties.
report_penalty_pair_redundancy
Measure and report how close each pair of penalties in the canonical bundle comes to being proportional.
stable_reparameterization_engine_canonical
Engine-facing stable reparameterization API using only (p, k).
stable_reparameterizationwith_invariant
trace_penalty_covariance_in_orthogonal_basis
trace_reduced_penalty_covariance