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dirmeier/khatri_rao.py

Last active May 19, 2020 22:48
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Khatri-Rao product for any kind of matrices.
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khatri_rao.py
def khatri_rao(J, X):
# as needed to compute random effects model matrices
# references:
# - http://dx.doi.org/10.18637/jss.v067.i01
# - https://stat.ethz.ch/R-manual/R-patched/library/Matrix/html/KhatriRao.html
Z = J[..., :, np.newaxis, :] * X[..., np.newaxis, :, :]
return Z.reshape((-1,) + Z.shape[2:])
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