Kronecker linalg rewrites#2179
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The cholesky-through-kron lift runs at specialize, exposing a fresh kron that dot_of_kron at canonicalize/stabilize would otherwise miss.
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Adds several rewrites related to kronecker products that avoid materializing the full big matrices:
solve_of_kron(solvers.py) — push solve through a Kronecker product:dot_of_kron(products.py) — push matmul through a Kronecker product (dual identity):solve_of_kron_plus_diag_noise(solvers.py):det_of_kron_plus_diag_noise(summary.py):The prupose is to eliminate completely the
KroneckerNormaldistribution in PyMC, users will just get the best possible logp if they put a kronecker covariance matrix into a normal. solve and dot of kron are generally useful, but the ones with diagonal noise are pretty specialized, so I had them track KroneckerProduct itself, rather than Solve or Dot.