dfm · dfm · Apr 3, 2024 · Apr 3, 2024 · Apr 3, 2024 · Apr 3, 2024
diff --git a/src/tinygp/solvers/quasisep/core.py b/src/tinygp/solvers/quasisep/core.py
@@ -68,6 +68,10 @@ def matmul(self, x: JAXArray) -> JAXArray:
         """
         raise NotImplementedError
 
+    @abstractmethod
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        raise NotImplementedError
+
     @abstractmethod
     def scale(self, other: JAXArray) -> QSM:
         """The multiplication of this matrix times a scalar, as a QSM"""
@@ -150,6 +154,10 @@ def transpose(self) -> DiagQSM:
     def matmul(self, x: JAXArray) -> JAXArray:
         return self.d[:, None] * x
 
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        return self.matmul(x)
+
     def scale(self, other: JAXArray) -> DiagQSM:
         return DiagQSM(d=self.d * other)
 
@@ -197,6 +205,17 @@ def impl(f, data):  # type: ignore
         _, f = jax.lax.scan(impl, init, (self.q, self.a, x))
         return jax.vmap(jnp.dot)(self.p, f)
 
+    @jax.jit
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        def impl(sm, sn):
+            return (sn[0] @ sm[0], sn[0] @ sm[1] + sn[1])
+
+        states = jax.vmap(lambda l, x: (l.a, jnp.outer(l.q, x)))(self, x)
+        f = jax.lax.associative_scan(impl, states)[1]
+        f = jnp.concatenate((jnp.zeros_like(f[:1]), f[:-1]), axis=0)
+        return jax.vmap(jnp.dot)(self.p, f)
+
     def scale(self, other: JAXArray) -> StrictLowerTriQSM:
         return StrictLowerTriQSM(p=self.p * other, q=self.q, a=self.a)
 
@@ -270,6 +289,17 @@ def impl(f, data):  # type: ignore
         _, f = jax.lax.scan(impl, init, (self.p, self.a, x), reverse=True)
         return jax.vmap(jnp.dot)(self.q, f)
 
+    @jax.jit
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        def impl(sm, sn):
+            return (sn[0] @ sm[0], sn[0] @ sm[1] + sn[1])
+
+        states = jax.vmap(lambda u, x: (u.a.T, jnp.outer
10000
(u.p, x)))(self, x)
+        f = jax.lax.associative_scan(impl, states, reverse=True)[1]
+        f = jnp.concatenate((f[1:], jnp.zeros_like(f[:1])), axis=0)
+        return jax.vmap(jnp.dot)(self.q, f)
+
     def scale(self, other: JAXArray) -> StrictUpperTriQSM:
         return StrictUpperTriQSM(p=self.p, q=self.q * other, a=self.a)
 
@@ -303,6 +333,10 @@ def transpose(self) -> UpperTriQSM:
     def matmul(self, x: JAXArray) -> JAXArray:
         return self.diag.matmul(x) + self.lower.matmul(x)
 
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        return self.diag.parallel_matmul(x) + self.lower.parallel_matmul(x)
+
     def scale(self, other: JAXArray) -> LowerTriQSM:
         return LowerTriQSM(diag=self.diag.scale(other), lower=self.lower.scale(other))
 
@@ -359,6 +393,10 @@ def transpose(self) -> LowerTriQSM:
     def matmul(self, x: JAXArray) -> JAXArray:
         return self.diag.matmul(x) + self.upper.matmul(x)
 
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        return self.diag.parallel_matmul(x) + self.upper.parallel_matmul(x)
+
     def scale(self, other: JAXArray) -> UpperTriQSM:
         return UpperTriQSM(diag=self.diag.scale(other), upper=self.upper.scale(other))
 
@@ -415,6 +453,14 @@ def transpose(self) -> SquareQSM:
     def matmul(self, x: JAXArray) -> JAXArray:
         return self.diag.matmul(x) + self.lower.matmul(x) + self.upper.matmul(x)
 
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        return (
+            self.diag.parallel_matmul(x)
+            + self.lower.parallel_matmul(x)
+            + self.upper.parallel_matmul(x)
+        )
+
     def scale(self, other: JAXArray) -> SquareQSM:
         return SquareQSM(
             diag=self.diag.scale(other),
@@ -505,6 +551,14 @@ def matmul(self, x: JAXArray) -> JAXArray:
             + self.lower.transpose().matmul(x)
         )
 
+    @handle_matvec_shapes
+    def parallel_matmul(self, x: JAXArray) -> JAXArray:
+        return (
+            self.diag.parallel_matmul(x)
+            + self.lower.parallel_matmul(x)
+            + self.lower.transpose().parallel_matmul(x)
+        )
+
     def scale(self, other: JAXArray) -> SymmQSM:
         return SymmQSM(diag=self.diag.scale(other), lower=self.lower.scale(other))
 

diff --git a/tests/test_solvers/test_quasisep/test_core.py b/tests/test_solvers/test_quasisep/test_core.py
@@ -6,6 +6,7 @@
 import pytest
 from numpy import random as np_random
 
+from tinygp.kernels.quasisep import Matern52
 from tinygp.solvers.quasisep.core import (
     DiagQSM,
     LowerTriQSM,
@@ -17,7 +18,7 @@
 from tinygp.test_utils import assert_allclose
 
 
-@pytest.fixture(params=["random", "celerite"])
+@pytest.fixture(params=["random", "celerite", "matern"])
 def name(request):
     return request.param
 
@@ -104,6 +105,17 @@ def get_matrices(name):
         a = jnp.stack([jnp.diag(v) for v in jnp.exp(-c[None] * dt[:, None])], axis=0)
         p = jnp.einsum("ni,nij->nj", p, a)
 
+    elif name == "matern":
+        t = jnp.sort(random.uniform(0, 10, N))
+        kernel = Matern52(1.5, 1.0)
+        matrix = kernel.to_symm_qsm(t)
+        diag += matrix.diag.d
+        p = matrix.lower.p
+        q = matrix.lower.q
+        a = matrix.lower.a
+        l = matrix.lower.to_dense()
+        u = l.T
+
     else:
         raise AssertionError()
 
@@ -166,6 +178,20 @@ def test_strict_tri_matmul(matrices):
     assert_allclose(mat.T @ m, u @ m)
 
 
+def test_strict_lower_tri_parallel_matmul(matrices):
+    _, p, q, a, v, m, _, _ = matrices
+    mat = StrictLowerTriQSM(p=p, q=q, a=a)
+    assert_allclose(mat.parallel_matmul(v), mat.matmul(v))
+    assert_allclose(mat.parallel_matmul(m), mat.matmul(m))
+
+
+def test_strict_upper_tri_parallel_matmul(matrices):
+    _, p, q, a, v, m, _, _ = matrices
+    mat = StrictLowerTriQSM(p=p, q=q, a=a).T
+    assert_allclose(mat.parallel_matmul(v), mat.matmul(v))
+    assert_allclose(mat.parallel_matmul(m), mat.matmul(m))
+
+
 def test_tri_matmul(matrices):
     diag, p, q, a, v, m, l, _ = matrices
     mat = LowerTriQSM(diag=DiagQSM(diag), lower=StrictLowerTriQSM(p=p, q=q, a=a))