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    Kronecker Product Mathprof

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    Adebanjo Tomisin
    The Kronecker product of two matrices A and B is a block matrix formed by replacing each element aij of A with the block aijB. The Kronecker product is bilinear and satisfies properties such as (A ⊗ B)(C ⊗ D) = AC ⊗ BD. If A and B are square matrices with eigenvalues λi and μj, the eigenvalues of A ⊗ B are λiμj. The determinant, rank, and trace of A ⊗ B are also related to those of the individual matrices.

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    Kronecker Product Mathprof

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    Adebanjo Tomisin
    58 views2 pages
    The Kronecker product of two matrices A and B is a block matrix formed by replacing each element aij of A with the block aijB. The Kronecker product is bilinear and satisfies properties such as (A ⊗ B)(C ⊗ D) = AC ⊗ BD. If A and B are square matrices with eigenvalues λi and μj, the eigenvalues of A ⊗ B are λiμj. The determinant, rank, and trace of A ⊗ B are also related to those of the individual matrices.

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    The Kronecker product of two matrices A and B is a block matrix formed by replacing each element aij of A with the block aijB. The Kronecker product is bilinear and satisfies properties such as (A ⊗ B)(C ⊗ D) = AC ⊗ BD. If A and B are square matrices with eigenvalues λi and μj, the eigenvalues of A ⊗ B are λiμj. The determinant, rank, and trace of A ⊗ B are also related to those of the individual matrices.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    58 views2 pages

    Kronecker Product Mathprof

    Uploaded by

    Adebanjo Tomisin
    The Kronecker product of two matrices A and B is a block matrix formed by replacing each element aij of A with the block aijB. The Kronecker product is bilinear and satisfies properties such as (A ⊗ B)(C ⊗ D) = AC ⊗ BD. If A and B are square matrices with eigenvalues λi and μj, the eigenvalues of A ⊗ B are λiμj. The determinant, rank, and trace of A ⊗ B are also related to those of the individual matrices.

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    Kronecker product

    Mathprof
    2013-03-21 15:52:21

    Definition. Let A = (aij ) be a n n matrix and let B be a m m matrix.


    Then the Kronecker product of A and B is the mn mn block matrix

    a11 B a1n B
    AB = .. .. ..
    .

    . . .
    an1 B ann B

    The Kronecker product is also known as the direct product or the tensor product
    [?].
    Fundamental properties [?, ?]

    1. The product is bilinear. If k is a scalar, and A, B and C are square


    matrices, such that B and C are of the same order, then

    A (B + C) = A B + A C,
    (B + C) A = B A + C A,
    k(A B) = (kA) B = A (kB).

    2. If A, B, C, D are square matrices such that the products AC and BD exist,


    then (A B)(C D) exists and

    (A B)(C D) = AC BD.

    If A and B are invertible matrices, then

    (A B)1 = A1 B 1 .

    3. If A and B are square matrices, then for the transpose (AT ) we have

    (A B)T = AT B T .
    hKroneckerProducti created: h2013-03-21i by: hMathprofi version: h34163i Privacy
    setting: h1i hDefinitioni h15-00i
    This text is available under the Creative Commons Attribution/Share-Alike License 3.0.

    You can reuse this document or portions thereof only if you do so under terms that are
    compatible with the CC-BY-SA license.

    1
    4. Let A and B be square matrices of orders n and m, respectively. If
    {i |i = 1, . . . , n} are the eigenvalues of A and {j |j = 1, . . . , m} are
    the eigenvalues of B, then {i j |i = 1, . . . , n, j = 1, . . . , m} are the eigen-
    values of A B. Also,

    det(A B) = (det A)m (det B)n ,


    rank(A B) = rank A rank B,
    trace(A B) = trace A trace B,

    References
    [1] H. Eves, Elementary Matrix Theory, Dover publications, 1980.
    [2] T. Kailath, A.H. Sayed, B. Hassibi, Linear estimation, Prentice Hall, 2000

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