On Kronecker Products, Tensor Products And Matrix Differential Calculus

David Pollock (stephen_pollock@sigmapi.u-net.com)

No 11/34, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Abstract: The algebra of the Kronecker products of matrices is recapitulated using a notation that reveals the tensor structures of the matrices. It is claimed that many of the difficulties that are encountered in working with the algebra can be alleviated by paying close attention to the indices that are concealed beneath the conventional matrix notation. The vectorisation operations and the commutation transformations that are common in multivariate statistical analysis alter the positional relationship of the matrix elements. These elements correspond to numbers that are liable to be stored in contiguous memory cells of a computer, which should remain undisturbed. It is suggested that, in the absence of an adequate index notation that enables the manipulations to be performed without disturbing the data, even the most clear-headed of computer programmers is liable to perform wholly unnecessary and time-wasting operations that shift data between memory cells.

Date: 2011-07, Revised 2011-07
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Related works:
Working Paper: ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS (2014)
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