5/16/2017 KroneckerproductWikipedia

Kroneckerproduct
FromWikipedia,thefreeencyclopedia

Inmathematics,theKroneckerproduct,denotedby,isanoperationontwomatricesofarbitrarysizeresultinginablockmatrix.Itisa
generalizationoftheouterproduct(whichisdenotedbythesamesymbol)fromvectorstomatrices,andgivesthematrixofthetensorproductwith
respecttoastandardchoiceofbasis.TheKroneckerproductshouldnotbeconfusedwiththeusualmatrixmultiplication,whichisanentirelydifferent
operation.

TheKroneckerproductisnamedafterLeopoldKronecker,eventhoughthereislittleevidencethathewasthefirsttodefineanduseit.Indeed,inthe
pasttheKroneckerproductwassometimescalledtheZehfussmatrix,afterJohannGeorgZehfusswhoin1858describedthematrixoperationwenow
knowastheKroneckerproduct.[1]

Contents
1 Definition
1.1 Example
2 Properties
2.1 Relationstoothermatrixoperations
2.2 Abstractproperties
3 Matrixequations
3.1 Applications
4 Relatedmatrixoperations
4.1 TracySinghproduct
4.2 KhatriRaoproduct
5 Seealso
6 Notes
7 References
8 Externallinks

Definition
IfAisanmnmatrixandBisapqmatrix,thentheKroneckerproductABisthempnqblockmatrix:

https://en.wikipedia.org/wiki/Kronecker_product 1/10
5/16/2017 KroneckerproductWikipedia

moreexplicitly:

Morecompactly,wehave

Similarly

IfAandBrepresentlineartransformationsV1W1andV2W2,respectively,thenABrepresentsthetensorproductofthetwomaps,
V1V2W1W2.

Example

https://en.wikipedia.org/wiki/Kronecker_product 2/10
5/16/2017 KroneckerproductWikipedia

Properties
Relationstoothermatrixoperations

1.Bilinearityandassociativity:

TheKroneckerproductisaspecialcaseofthetensorproduct,soitisbilinearandassociative:

whereA,BandCarematricesandkisascalar.
2.Noncommutative:

Ingeneral,ABandBAaredifferentmatrices.However,ABandBAarepermutationequivalent,meaningthatthereexist
permutationmatricesPandQ(socalledcommutationmatrices)suchthat[2]

IfAandBaresquarematrices,thenABandBAareevenpermutationsimilar,meaningthatwecantakeP=QT.
3.ThemixedproductpropertyandtheinverseofaKroneckerproduct:

IfA,B,CandDarematricesofsuchsizethatonecanformthematrixproductsACandBD,then

Thisiscalledthemixedproductproperty,becauseitmixestheordinarymatrixproductandtheKroneckerproduct.ItfollowsthatABis
invertibleifandonlyifbothAandBareinvertible,inwhichcasetheinverseisgivenby

TheinvertibleproductpropertyholdsfortheMoorePenrosepseudoinverseaswell,[3]thatis

https://en.wikipedia.org/wiki/Kronecker_product 3/10
5/16/2017 KroneckerproductWikipedia

InthelanguageofCategorytheory,themixedproductpropertyoftheKroneckerproduct(andmoregeneraltensorproduct)showsthatthe
categoryMatFofmatricesoverafieldF,isinfactabicategory,withobjectsnaturalnumbersn,morphismsnmarenbymmatriceswith
entriesinF,compositionisgivenbymatrixmultiplication,identityarrowsaresimplynnidentitymatricesIn,andthetensorproductisgivenby
theKroneckerproduct.

MatFisaconcreteskeletoncategoryfortheequivalentcategoryFinVectFoffinitedimensionalvectorspacesoverF,whoseobjectsaresuch
finitedimensionalvectorspacesV,arrowsareFlinearmapsL:VW,andidentityarrowsaretheidentitymapsofthespaces.Theequivalence
ofcategoriesamountstosimultaneouslychoosingabasisineverfinitedimensionalvectorspaceVoverFmatrices'elementsrepresentthese
mappingswithrespecttothechosenbasesandlikewisethekroneckerproductistherepresentationofthetensorproductinthechosenbases.
4.Transpose:

TranspositionandconjugatetranspositionaredistributiveovertheKroneckerproduct:

and

5.Determinant:

LetAbeannnmatrixandletBbeanmmmatrix.Then

Theexponentin|A|istheorderofBandtheexponentin|B|istheorderofA.
6.Kroneckersumandexponentiation

IfAisnn,BismmandIkdenotesthekkidentitymatrixthenwecandefinewhatissometimescalledtheKroneckersum,,by

Notethatthisisdifferentfromthedirectsumoftwomatrices.ThisoperationisrelatedtothetensorproductonLiealgebras.

Wehavethefollowingformulaforthematrixexponential,whichisusefulinsomenumericalevaluations.[4]

Kroneckersumsappearnaturallyinphysicswhenconsideringensemblesofnoninteractingsystems.LetHibetheHamiltonianoftheithsuch
system.ThenthetotalHamiltonianoftheensembleis

https://en.wikipedia.org/wiki/Kronecker_product 4/10
5/16/2017 KroneckerproductWikipedia

Abstractproperties

1.Spectrum:

SupposethatAandBaresquarematricesofsizenandmrespectively.Let1,...,nbetheeigenvaluesofAand1,...,mbethoseofB(listed
accordingtomultiplicity).ThentheeigenvaluesofABare

ItfollowsthatthetraceanddeterminantofaKroneckerproductaregivenby

2.Singularvalues:

IfAandBarerectangularmatrices,thenonecanconsidertheirsingularvalues.SupposethatAhasrAnonzerosingularvalues,namely

Similarly,denotethenonzerosingularvaluesofBby

ThentheKroneckerproductABhasrArBnonzerosingularvalues,namely

Sincetherankofamatrixequalsthenumberofnonzerosingularvalues,wefindthat

3.Relationtotheabstracttensorproduct:

TheKroneckerproductofmatricescorrespondstotheabstracttensorproductoflinearmaps.Specifically,ifthevectorspacesV,W,X,andYhave
bases{v1,...,vm},{w1,...,wn},{x1,...,xd},and{y1,...,ye},respectively,andifthematricesAandBrepresentthelineartransformations
S:VXandT:WY,respectivelyintheappropriatebases,thenthematrixABrepresentsthetensorproductofthetwomaps,
ST:VWXYwithrespecttothebasis{v1w1,v1w2,...,v2w1,...,vmwn}ofVWandthesimilarlydefinedbasisof
XYwiththepropertythatAB(viwj)=(Avi)(Bwj),whereiandjareintegersintheproperrange.[5]

https://en.wikipedia.org/wiki/Kronecker_product 5/10
5/16/2017 KroneckerproductWikipedia

WhenVandWareLiealgebras,andS:VVandT:WWareLiealgebrahomomorphisms,theKroneckersumofAandBrepresentsthe
inducedLiealgebrahomomorphismsVWVW.
4.Relationtoproductsofgraphs:TheKroneckerproductoftheadjacencymatricesoftwographsistheadjacencymatrixofthetensorproduct
graph.TheKroneckersumoftheadjacencymatricesoftwographsistheadjacencymatrixoftheCartesianproductgraph.[6]

Matrixequations
TheKroneckerproductcanbeusedtogetaconvenientrepresentationforsomematrixequations.ConsiderforinstancetheequationAXB=C,where
A,BandCaregivenmatricesandthematrixXistheunknown.Wecanrewritethisequationas

Here,vec(X)denotesthevectorizationofthematrixXformedbystackingthecolumnsofXintoasinglecolumnvector.Itnowfollowsfromthe
propertiesoftheKroneckerproductthattheequationAXB=ChasauniquesolutionifandonlyifAandBarenonsingular(Horn&Johnson1991,
Lemma4.3.1).

IfXisroworderedintothecolumnvectorxthenAXBcanbealsobewrittenas(Jain1989,2.8BlockMatricesandKroneckerProducts)(ABT)x.

Applications

Foranexampleoftheapplicationofthisformula,seethearticleontheLyapunovequation.Thisformulaalsocomesinhandyinshowingthatthematrix
normaldistributionisaspecialcaseofthemultivariatenormaldistribution.

Relatedmatrixoperations
TworelatedmatrixoperationsaretheTracySinghandKhatriRaoproductswhichoperateonpartitionedmatrices.LetthemnmatrixAbe
partitionedintotheminjblocksAijandpqmatrixBintothepkqblocksBklwithofcourseimi=m,jnj=n,kpk=pandq=q.

TracySinghproduct

TheTracySinghproductisdefinedas[7][8]

whichmeansthatthe(ij)thsubblockofthempnqproductABisthemipnjqmatrixAijB,ofwhichthe(k)thsubblockequalsthe
mipknjqmatrixAijBk.EssentiallytheTracySinghproductisthepairwiseKroneckerproductforeachpairofpartitionsinthetwomatrices.

https://en.wikipedia.org/wiki/Kronecker_product 6/10
5/16/2017 KroneckerproductWikipedia

Forexample,ifAandBbothare22partitionedmatricese.g.:

weget:

KhatriRaoproduct

TheKhatriRaoproductisdefinedas[9][10]

inwhichtheijthblockisthemipinjqjsizedKroneckerproductofthecorrespondingblocksofAandB,assumingthenumberofrowandcolumn
partitionsofbothmatricesisequal.Thesizeoftheproductisthen(imipi)(jnjqj).Proceedingwiththesamematricesasthepreviousexamplewe
obtain:

https://en.wikipedia.org/wiki/Kronecker_product 7/10
5/16/2017 KroneckerproductWikipedia

ThisisasubmatrixoftheTracySinghproductofthetwomatrices(eachpartitioninthisexampleisapartitioninacorneroftheTracySinghproduct).

AcolumnwiseKroneckerproductoftwomatricesmayalsobecalledtheKhatriRaoproduct.Thisproductassumesthepartitionsofthematricesare
theircolumns.Inthiscasem1=m,p1=p,n=qandforeachj:nj=pj=1.Theresultingproductisampnmatrixofwhicheachcolumnisthe
KroneckerproductofthecorrespondingcolumnsofAandB.Usingthematricesfromthepreviousexampleswiththecolumnspartitioned:

sothat:

ThiscolumnwiseversionoftheKhatriRaoproductisusefulinlinearalgebraapproachestodataanalyticalprocessing.[11]

Seealso
Generalizedlineararraymodel
Matrixproduct
https://en.wikipedia.org/wiki/Kronecker_product 8/10
5/16/2017 KroneckerproductWikipedia

Notes
1.G.Zehfuss(1858),"UebereinegewisseDeterminante",ZeitschriftfrMathematikundPhysik,3:298301.
2.H.V.HendersonS.R.Searle(1980)."Thevecpermutationmatrix,thevecoperatorandKroneckerproducts:Areview".LINEARANDMULTILINEAR
ALGEBRA.9(4):271288.doi:10.1080/03081088108817379.
3.Langville,AmyN.Stewart,WilliamJ.(June1,2004)."TheKroneckerproductandstochasticautomatanetworks".JournalofComputationalandApplied
Mathematics.167(2):429447.doi:10.1016/j.cam.2003.10.010.
4.J.W.Brewer(1969)."ANoteonKroneckerMatrixProductsandMatrixEquationSystems".SIAMJournalonAppliedMathematics.17(3):603606.
doi:10.1137/0117057.
5.Dummit,DavidS.Foote,RichardM.(1999).AbstractAlgebra(2ed.).NewYork:JohnWileyandSons.pp.401402.ISBN0471368571.
6.SeeanswertoExercise96,D.E.Knuth:"PreFascicle0a:IntroductiontoCombinatorialAlgorithms"(http://wwwcsfaculty.stanford.edu/~knuth/fasc0a.ps.gz),
zerothprinting(revision2),toappearaspartofD.E.Knuth:TheArtofComputerProgrammingVol.4A
7.Tracy,D.S.Singh,R.P.(1972)."ANewMatrixProductandItsApplicationsinMatrixDifferentiation".StatisticaNeerlandica.26(4):143157.
doi:10.1111/j.14679574.1972.tb00199.x.
8.Liu,S.(1999)."MatrixResultsontheKhatriRaoandTracySinghProducts".LinearAlgebraanditsApplications.289(13):267277.doi:10.1016/S0024
3795(98)102094.
9.KhatriC.G.,C.R.Rao(1968)."Solutionstosomefunctionalequationsandtheirapplicationstocharacterizationofprobabilitydistributions".Sankhya.30:167
180.
10.ZhangXYangZCaoC.(2002),"InequalitiesinvolvingKhatriRaoproductsofpositivesemidefinitematrices",AppliedMathematicsEnotes,2:117124
11.Seee.g.H.D.MacedoandJ.N.Oliveira.AlinearalgebraapproachtoOLAP(http://dx.doi.org/10.1007/s0016501403169).FormalAspectsofComputing,
27(2):283307,2015.

References
Horn,RogerA.Johnson,CharlesR.(1991),TopicsinMatrixAnalysis,CambridgeUniversityPress,ISBN0521467136.
Jain,AnilK.(1989),FundamentalsofDigitalImageProcessing,PrenticeHall,ISBN0133361659.
Steeb,WilliHans(1997),MatrixCalculusandKroneckerProductwithApplicationsandC++Programs,WorldScientificPublishing,ISBN981
0232411
Steeb,WilliHans(2006),ProblemsandSolutionsinIntroductoryandAdvancedMatrixCalculus,WorldScientificPublishing,ISBN981256
9162

Externallinks
Hazewinkel,Michiel,ed.(2001),"Tensorproduct",EncyclopediaofMathematics,Springer,ISBN9781556080104
"Kroneckerproduct".PlanetMath.
MathWorldKroneckerProduct(http://mathworld.wolfram.com/KroneckerProduct.html)
NewKroneckerproductproblems(http://issc.uj.ac.za/downloads/problems/newkronecker.pdf)
EarliestUses:TheentryonTheKronecker,ZehfussorDirectProductofmatriceshashistoricalinformation.(http://jeff560.tripod.com/k.html)
GenericC++andFortran90codesforcalculatingKroneckerproductsoftwomatrices.

https://en.wikipedia.org/wiki/Kronecker_product 9/10
5/16/2017 KroneckerproductWikipedia

Retrievedfrom"https://en.wikipedia.org/w/index.php?title=Kronecker_product&oldid=780156014"

Categories: Matrixtheory

Thispagewaslasteditedon13May2017,at10:28.
TextisavailableundertheCreativeCommonsAttributionShareAlikeLicenseadditionaltermsmayapply.Byusingthissite,youagreetothe
TermsofUseandPrivacyPolicy.WikipediaisaregisteredtrademarkoftheWikimediaFoundation,Inc.,anonprofitorganization.

https://en.wikipedia.org/wiki/Kronecker_product 10/10