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Kronecker PDF

The document defines the Kronecker product and vec operator. [1] The Kronecker product of two matrices A and B results in a block matrix with the blocks formed by multiplying each entry of A by B. [2] The vec operator stacks the columns of a matrix vertically into a column vector. [3] The vec operator and Kronecker product satisfy the property that vec(AXB) = (B^T ⊗ A)vec(X), allowing matrix operations to be expressed in terms of vectors.

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Anderson Kerlly
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264 views

Kronecker PDF

The document defines the Kronecker product and vec operator. [1] The Kronecker product of two matrices A and B results in a block matrix with the blocks formed by multiplying each entry of A by B. [2] The vec operator stacks the columns of a matrix vertically into a column vector. [3] The vec operator and Kronecker product satisfy the property that vec(AXB) = (B^T ⊗ A)vec(X), allowing matrix operations to be expressed in terms of vectors.

Uploaded by

Anderson Kerlly
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Kronecker Product and the vec Operator

Definition 1. Let A be an n × p matrix and B an m × q


matrix. The mn × pq matrix
 
a1,1B a1,2B · · · a1,pB
 a2,1B a2,2B · · · a2,pB 
A⊗B =
 .. .. .. .. 

an,1B an,2B · · · an,pB

is called the Kronecker product of A and B. It is also called


the direct product or the tensor product.

Some properties of the Kronecker product:

1. A ⊗ (B ⊗ C) = (A ⊗ B) ⊗ C associativity,

2. A ⊗ (B + C) = (A ⊗ B) + (A ⊗ C) distributivity
(A + B) ⊗ C = (A ⊗ C) + (B ⊗ C),

3. For scalar a, a ⊗ A = A ⊗ a = aA,

4. For scalars a and b, aA ⊗ bB = ab A ⊗ B,

5. For conforming matrices, (A ⊗ B)(C ⊗ D) = AC ⊗ BD,

6. (A ⊗ B)T = AT ⊗ B T , (A ⊗ B)H = AH ⊗ B H ,

7. For vectors a and b, aT ⊗ b = baT = b ⊗ aT


(note aaT = a ⊗ aT ),
EE 527, Kronecker Product 1
8. For partitioned matrices, [A1, A2] ⊗ B = [A1 ⊗ B, A2 ⊗ B],
but A ⊗ [B 1, B 2] 6= [A ⊗ B 1, A ⊗ B 2],

9. For square nonsingular matrices A and B:


(A ⊗ B)−1 = A−1 ⊗ B −1,

10. For m × m matrix A and n × n matrix B:


|A ⊗ B| = |A|n|B|m,

11. tr(A ⊗ B) = tr(A)tr(B),

12. rank(A ⊗ B) = rank(A) rank(B).

Definition 2. The vec operator creates a column vector from


a matrix A by stacking the column vectors of A = [a1a2 · · · an]
below one another:
 
a1
 a2 
vec(A) = 
 ..  .

an

Theorem 1.

vec(AXB) = (B T ⊗ A) vec(X).

Proof. Let B = [b1 b2 · · · bn] (of size m × n) and X =

EE 527, Kronecker Product 2


[x1 x2 · · · xm]. Then, the kth column of AXB is

m
X
(AXB):,k = AXbk = A xibi,k
i=1
 
x1
 x2 
= [b1,k A b2.k A · · · bm,k A] 
 .. 

x
| {zm }
vec(X )

= ([b1,k , b2,k , . . . , bm,k ] ⊗A])vec(X)


| {z }
T
bk

Stacking the columns together


 
bT1
 
(AXB):,1 ⊗A
T
 (AXB):,2   b ⊗A

vec(AXB) =  . = 2

..  vec(X)

 .   
(AXB):,n bTn ⊗A
= (B T ⊗ A) vec(X).

Corollary: vec(AB) = (I ⊗ A) vec(B) = (B T ⊗ I) vec(A).

EE 527, Kronecker Product 3


Some Properties of the vec Operator

tr(ABC) = vec(AT )T (I ⊗ B) vec(C),

and its corollary

tr(AB) = vec(AT )T vec(B).

Also

vec(aaT ) = a ⊗ a,
tr(AT BCD T ) = vec(A)T (D ⊗ B) vec(C).

EE 527, Kronecker Product 4

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