Kronecker product
Definition.Let be a matrix andlet be a matrix. Then theKronecker product of and isthe block matrix
The Kronecker product is also known as the direct productor the tensor product
[1].
Fundamental properties [1, 2]
- 1.
The product is bilinear
. If is a scalar, and and are square matrices
, such that and are of the same order, then
- 2.
If are square matrices such that the products and exist, then exists and
If and are invertible matrices, then
- 3.
If and are square matrices, then for the transpose
() we have
- 4.
Let and be square matrices of orders and , respectively.If are the eigenvalues
of and are the eigenvalues of , then are the eigenvalues of. Also,
References
- 1 H. Eves,Elementary Matrix
Theory,Dover publications, 1980.
- 2 T. Kailath, A.H. Sayed, B. Hassibi,Linear estimation,Prentice Hall, 2000