Kronecker product
In mathematics, the Kronecker product, sometimes denoted by ⊗, is an operation on two matrices of arbitrary size resulting in a block matrix. It is a generalization of the outer product (which is denoted by the same symbol) from vectors to matrices, and gives the matrix of the tensor product with respect to a standard choice of basis. The Kronecker product should not be confused with the usual matrix multiplication, which is an entirely different operation.
The Kronecker product is named after the German mathematician Leopold Kronecker (1823-1891), even though there is little evidence that he was the first to define and use it. The Kronecker product has also been called the Zehfuss matrix, after Johann Georg Zehfuss who in 1858 described this matrix operation, but Kronecker product is currently the most widely used.[1]
Definition
If A is an m × n matrix and B is a p × q matrix, then the Kronecker product A ⊗ B is the pm × qn block matrix:
more explicitly:
More compactly, we have
Similarly Using the identity , where denotes the remainder of , this may be written in a more symmetric form
If A and B represent linear transformations V1 → W1 and V2 → W2, respectively, then A ⊗ B represents the tensor product of the two maps, V1 ⊗ V2 → W1 ⊗ W2.
Examples
Similarly:
Properties
Relations to other matrix operations
- Bilinearity and associativity:
The Kronecker product is a special case of the tensor product, so it is bilinear and associative:
- Non-commutative:
In general, A ⊗ B and B ⊗ A are different matrices. However, A ⊗ B and B ⊗ A are permutation equivalent, meaning that there exist permutation matrices P and Q such that[2]
If A and B are square matrices, then A ⊗ B and B ⊗ A are even permutation similar, meaning that we can take P = QT.
The matrices P and Q are perfect shuffle matrices.[3] The perfect shuffle matrix Sp,q can be constructed by taking slices of the Ir identity matrix, where .
MATLAB colon notation is used here to indicate submatrices, and Ir is the r × r identity matrix. If and , then
- The mixed-product property:
If A, B, C and D are matrices of such size that one can form the matrix products AC and BD, then
This is called the mixed-product property, because it mixes the ordinary matrix product and the Kronecker product.
As immediate consequence,
- .
In particular, using the transpose property from below, this means that if
- Hadamard product (element-wise multiplication):
The mixed-product property also works for the element-wise product. If A and C are matrices of the same size, B and D are matrices of the same size, then
- The inverse of a Kronecker product:
It follows that A ⊗ B is invertible if and only if both A and B are invertible, in which case the inverse is given by
The invertible product property holds for the Moore–Penrose pseudoinverse as well,[4] that is
In the language of Category theory, the mixed-product property of the Kronecker product (and more general tensor product) shows that the category MatF of matrices over a field F, is in fact a monoidal category, with objects natural numbers n, morphisms n → m are n-by-m matrices with entries in F, composition is given by matrix multiplication, identity arrows are simply n × n identity matrices In, and the tensor product is given by the Kronecker product.[5]
MatF is a concrete skeleton category for the equivalent category FinVectF of finite dimensional vector spaces over F, whose objects are such finite dimensional vector spaces V, arrows are F-linear maps L : V → W, and identity arrows are the identity maps of the spaces. The equivalence of categories amounts to simultaneously choosing a basis in ever finite-dimensional vector space V over F; matrices' elements represent these mappings with respect to the chosen bases; and likewise the Kronecker product is the representation of the tensor product in the chosen bases. - Transpose:
Transposition and conjugate transposition are distributive over the Kronecker product:
- and
- Determinant:
Let A be an n × n matrix and let B be an m × m matrix. Then
- Kronecker sum and exponentiation:
If A is n × n, B is m × m and Ik denotes the k × k identity matrix then we can define what is sometimes called the Kronecker sum, ⊕, by
This is different from the direct sum of two matrices. This operation is related to the tensor product on Lie algebras.
We have the following formula for the matrix exponential, which is useful in some numerical evaluations.[6]
Kronecker sums appear naturally in physics when considering ensembles of non-interacting systems. Let Hi be the Hamiltonian of the ith such system. Then the total Hamiltonian of the ensemble is
- .
Abstract properties
- Spectrum:
Suppose that A and B are square matrices of size n and m respectively. Let λ1, ..., λn be the eigenvalues of A and μ1, ..., μm be those of B (listed according to multiplicity). Then the eigenvalues of A ⊗ B are
It follows that the trace and determinant of a Kronecker product are given by
- Singular values:
If A and B are rectangular matrices, then one can consider their singular values. Suppose that A has rA nonzero singular values, namely
Similarly, denote the nonzero singular values of B by
Then the Kronecker product A ⊗ B has rArB nonzero singular values, namely
Since the rank of a matrix equals the number of nonzero singular values, we find that
- Relation to the abstract tensor product:
The Kronecker product of matrices corresponds to the abstract tensor product of linear maps. Specifically, if the vector spaces V, W, X, and Y have bases {v1, ..., vm}, {w1, ..., wn}, {x1, ..., xd}, and {y1, ..., ye}, respectively, and if the matrices A and B represent the linear transformations S : V → X and T : W → Y, respectively in the appropriate bases, then the matrix A ⊗ B represents the tensor product of the two maps, S ⊗ T : V ⊗ W → X ⊗ Y with respect to the basis {v1 ⊗ w1, v1 ⊗ w2, ..., v2 ⊗ w1, ..., vm ⊗ wn} of V ⊗ W and the similarly defined basis of X ⊗ Y with the property that A ⊗ B(vi ⊗ wj) = (Avi) ⊗ (Bwj), where i and j are integers in the proper range.[7]
When V and W are Lie algebras, and S : V → V and T : W → W are Lie algebra homomorphisms, the Kronecker sum of A and B represents the induced Lie algebra homomorphisms V ⊗ W → V ⊗ W. - Relation to products of graphs: The Kronecker product of the adjacency matrices of two graphs is the adjacency matrix of the tensor product graph. The Kronecker sum of the adjacency matrices of two graphs is the adjacency matrix of the Cartesian product graph.[8]
Matrix equations
The Kronecker product can be used to get a convenient representation for some matrix equations. Consider for instance the equation AXB = C, where A, B and C are given matrices and the matrix X is the unknown. We can use the "vec trick" to rewrite this equation as
Here, vec(X) denotes the vectorization of the matrix X formed by stacking the columns of X into a single column vector.
It now follows from the properties of the Kronecker product that the equation AXB = C has a unique solution if and only if A and B are nonsingular (Horn & Johnson 1991, Lemma 4.3.1).
If X and AXB are row-ordered into the column vectors u and v, respectively, then (Jain 1989, 2.8 Block Matrices and Kronecker Products)
The reason is that
Applications
For an example of the application of this formula, see the article on the Lyapunov equation. This formula also comes in handy in showing that the matrix normal distribution is a special case of the multivariate normal distribution. This formula is also useful for representing 2D image processing operations in matrix-vector form.
Another example is when a matrix can be factored as a Hadamard product, then matrix multiplication can be performed faster by using the above formula. This can be applied recursively, as done in the radix-2 FFT and the Fast Walsh–Hadamard transform. Splitting a known matrix into the Hadamard product of two smaller matrices is known as the "nearest Kronecker Product" problem, and can be solved exactly[9] by using the SVD. To split a matrix into the Hadamard product of more than two matrices, in an optimal fashion, is a difficult problem and the subject of ongoing research; some authors cast it as a tensor decomposition problem.[10][11]
In conjunction with the least squares method, the Kronecker product can be used as an accurate solution to the hand eye calibration problem.[12]
Related matrix operations
Two related matrix operations are the Tracy–Singh and Khatri–Rao products which operate on partitioned matrices. Let the m × n matrix A be partitioned into the mi × nj blocks Aij and p × q matrix B into the pk × qℓ blocks Bkl with of course Σi mi = m, Σj nj = n, Σk pk = p and Σℓ qℓ = q.
Tracy–Singh product
The Tracy–Singh product is defined as[13][14]
which means that the (ij)-th subblock of the mp × nq product A B is the mi p × nj q matrix Aij B, of which the (kℓ)-th subblock equals the mi pk × nj qℓ matrix Aij ⊗ Bkℓ. Essentially the Tracy–Singh product is the pairwise Kronecker product for each pair of partitions in the two matrices.
For example, if A and B both are 2 × 2 partitioned matrices e.g.:
we get:
Khatri–Rao product
- Block Kronecker product
- Column-wise Khatri–Rao product
Face-splitting product
Mixed-products properties
[15], where denotes the Face-splitting product
Similarly:
,
[19], where and are vectors, denotes the Hadamard product
Similarly:
,
where is vector convolution and is the Fourier transform matrix (this result is an evolving of count sketch properties[20] ),
[16][17],
where denotes the Column-wise Khatri–Rao product
Similarly:
,
, where and are vectors
See also
Notes
- G. Zehfuss (1858), "Ueber eine gewisse Determinante", Zeitschrift für Mathematik und Physik, 3: 298–301.
- H. V. Henderson; S. R. Searle (1980). "The vec-permutation matrix, the vec operator and Kronecker products: A review" (PDF). Linear and Multilinear Algebra. 9 (4): 271–288. doi:10.1080/03081088108817379. hdl:1813/32747.
- Charles F. Van Loan (2000). "The ubiquitous Kronecker product". Journal of Computational and Applied Mathematics. 123 (1–2): 85–100. Bibcode:2000JCoAM.123...85L. doi:10.1016/s0377-0427(00)00393-9.
- Langville, Amy N.; Stewart, William J. (June 1, 2004). "The Kronecker product and stochastic automata networks". Journal of Computational and Applied Mathematics. 167 (2): 429–447. Bibcode:2004JCoAM.167..429L. doi:10.1016/j.cam.2003.10.010.
- MacEdo, Hugo Daniel; Oliveira, José Nuno (2013). "Typing linear algebra: A biproduct-oriented approach". Science of Computer Programming. 78 (11): 2160–2191. arXiv:1312.4818. Bibcode:2013arXiv1312.4818M. CiteSeerX 10.1.1.747.2083. doi:10.1016/j.scico.2012.07.012.
- J. W. Brewer (1969). "A Note on Kronecker Matrix Products and Matrix Equation Systems". SIAM Journal on Applied Mathematics. 17 (3): 603–606. doi:10.1137/0117057.
- Dummit, David S.; Foote, Richard M. (1999). Abstract Algebra (2 ed.). New York: John Wiley and Sons. pp. 401–402. ISBN 978-0-471-36857-1.
- See answer to Exercise 96, D. E. Knuth: "Pre-Fascicle 0a: Introduction to Combinatorial Algorithms", zeroth printing (revision 2), to appear as part of D.E. Knuth: The Art of Computer Programming Vol. 4A
- Van Loan, C; Pitsianis, N (1992). Approximation with Kronecker Products. Ithaca, NY: Cornell University.
- King Keung Wu; Yam, Yeung; Meng, Helen; Mesbahi, Mehran (2016). "Kronecker product approximation with multiple factor matrices via the tensor product algorithm". 2016 IEEE International Conference on Systems, Man, and Cybernetics (SMC). pp. 004277–004282. doi:10.1109/SMC.2016.7844903. ISBN 978-1-5090-1897-0.
- Dantas, Cássio F.; Cohen, Jérémy E.; Gribonval, Rémi (2018). "Learning Fast Dictionaries for Sparse Representations Using Low-Rank Tensor Decompositions". Latent Variable Analysis and Signal Separation (PDF). Lecture Notes in Computer Science. 10891. pp. 456–466. doi:10.1007/978-3-319-93764-9_42. ISBN 978-3-319-93763-2.
- Algo Li, et al. "Simultaneous robot-world and hand-eye calibration using dual-quaternions and Kronecker product." International Journal of the Physical Sciences Vol. 5(10), pp. 1530-1536, 4 September 2010.
- Tracy, D. S.; Singh, R. P. (1972). "A New Matrix Product and Its Applications in Matrix Differentiation". Statistica Neerlandica. 26 (4): 143–157. doi:10.1111/j.1467-9574.1972.tb00199.x.
- Liu, S. (1999). "Matrix Results on the Khatri–Rao and Tracy–Singh Products". Linear Algebra and Its Applications. 289 (1–3): 267–277. doi:10.1016/S0024-3795(98)10209-4.
- Slyusar, V. I. (December 27, 1996). "End products in matrices in radar applications" (PDF). Radioelectronics and Communications Systems.– 1998, Vol. 41; Number 3: 50–53.
- Slyusar, V. I. (March 13, 1998). "A Family of Face Products of Matrices and its Properties" (PDF). Cybernetics and Systems Analysis C/C of Kibernetika I Sistemnyi Analiz. 1999. 35 (3): 379–384. doi:10.1007/BF02733426.
- Vadym Slyusar. New Matrix Operations for DSP (Lecture). April 1999. – DOI: 10.13140/RG.2.2.31620.76164/1
- Slyusar, V. I. (1997-09-15). "New operations of matrices product for applications of radars" (PDF). Proc. Direct and Inverse Problems of Electromagnetic and Acoustic Wave Theory (DIPED-97), Lviv.: 73–74.
- Thomas D. Ahle, Jakob Bæk Tejs Knudsen. Almost Optimal Tensor Sketch. Published 2019. Mathematics, Computer Science, ArXiv
- Ninh, Pham; Rasmus, Pagh (2013). Fast and scalable polynomial kernels via explicit feature maps. SIGKDD international conference on Knowledge discovery and data mining. Association for Computing Machinery. doi:10.1145/2487575.2487591.
References
- Horn, Roger A.; Johnson, Charles R. (1991), Topics in Matrix Analysis, Cambridge University Press, ISBN 978-0-521-46713-1.
- Jain, Anil K. (1989), Fundamentals of Digital Image Processing, Prentice Hall, Bibcode:1989fdip.book.....J, ISBN 978-0-13-336165-0.
- Steeb, Willi-Hans (1997), Matrix Calculus and Kronecker Product with Applications and C++ Programs, World Scientific Publishing, ISBN 978-981-02-3241-2
- Steeb, Willi-Hans (2006), Problems and Solutions in Introductory and Advanced Matrix Calculus, World Scientific Publishing, ISBN 978-981-256-916-5
External links
- "Tensor product", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
- "Kronecker product". PlanetMath.
- MathWorld Kronecker Product
- New Kronecker product problems
- Earliest Uses: The entry on The Kronecker, Zehfuss or Direct Product of matrices has historical information.
- Generic C++ and Fortran 90 codes for calculating Kronecker products of two matrices.
- RosettaCode Kronecker Product (in more than 30 languages).