Kronecker product 克罗内克积
重要特性：
- 混合积
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\left( A\otimes B \right) \left( C\otimes D \right) =\left( AC\otimes BD \right)
(A⊗B)(C⊗D)=(AC⊗BD)
于是有
( A ⊗ B ) = ( A ⊗ I 1 ) ( I 2 ⊗ B ) \left( A\otimes B \right) =\left( A\otimes I_1 \right) \left( I_2\otimes B \right) (A⊗B)=(A⊗I1)(I2⊗B) - 矩阵等式
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AXB=C
AXB=C
( B T ⊗ A ) v e c ( X ) = v e c ( A X B ) = v e c ( C ) \left( B^T\otimes A \right) vec\left( X \right) =vec\left( AXB \right) =vec(C) (BT⊗A)vec(X)=vec(AXB)=vec(C)
Vectorization 向量化
兼容Kronecker product
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vec(ABC)=(C^T\otimes A)vec(B)
vec(ABC)=(CT⊗A)vec(B)
两个常用公式
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vec(ABC)=(I_n\otimes AB)vec(C)=(C^TB^T\otimes I_k)vec(A) \\vec(AB)=(I_m\otimes A)vec(B)=(B^T\otimes I_k)vec(A)
vec(ABC)=(In⊗AB)vec(C)=(CTBT⊗Ik)vec(A)vec(AB)=(Im⊗A)vec(B)=(BT⊗Ik)vec(A)
兼容Hadamard product
v e c ( A ⋅ B ) = v e c ( A ) ⋅ v e c ( B ) vec(A\cdot B)=vec(A)\cdot vec(B) vec(A⋅B)=vec(A)⋅vec(B)
兼容内积
t r ( A T B ) = v e c ( A ) T v e c ( B ) = v e c ( B T ) v e c ( A ) tr(A^TB)=vec(A)^Tvec(B)=vec(B^T)vec(A) tr(ATB)=vec(A)Tvec(B)=vec(BT)vec(A)
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