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Kronecker Product and Matrix Vectorization

I demand that matrix multiplication take precedence over kronecker product.

Definitions

  • F
    is some field. In fact many results can be generalized to commutative rings.
  • eiโˆˆFn
    is the unit vector with the
    i
    coordinate being one.
  • AโŠ—BโˆˆF(mp)ร—(nq)
    such that
    (AโŠ—B)pi+k,qj+l=AijBkl
    where
    AโˆˆFmร—n
    and
    BโˆˆFpร—q
    . Without ambiguity, its
    ijkl
    entry is also denoted by
    (AโŠ—B)ik,jl
    .
  • vec(A)=โˆ‘j=1nejโŠ—Aej
    for
    AโˆˆFmร—n
    .

Properties

Theorem

(AโŠ—B)(CโŠ—D)=ACโŠ—BD for compatible matrices.

Proof

((AโŠ—B)(CโŠ—D))ik,jl=โˆ‘p,q(AโŠ—B)ik,pq(CโŠ—D)pq,jl=โˆ‘p,qAipBkqCpjDql=โˆ‘pAipCpjโˆ‘qBkqDql=(AC)ij(BD)kl=(ACโŠ—BD)ik,jl

Theorem

vec(ABC)=(CโŠคโŠ—A)vec(B).

Proof

Let

CโˆˆFmร—n.
vec(ABC)=โˆ‘j=1nejโŠ—ABCej=โˆ‘j=1nejโŠ—ABโˆ‘i=1mCijei=โˆ‘i=1mโˆ‘j=1nCijejโŠ—ABei=โˆ‘i=1mCโŠคeiโŠ—ABei=(CโŠคโŠ—A)โˆ‘i=1meiโŠ—Bei=(CโŠคโŠ—A)vec(B)