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 .
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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