Kronecker积及其等式性质

定义

$m\times n$矩阵$\mathbf{A}=\left[{\mathbf{a}}_1,\cdots ,{\mathbf{a}}_n\right]$和$p\times q$矩阵$\mathbf{B}$的$Kronecker$积记作$\mathbf{A}\otimes \mathbf{B}$，是一个$mp\times nq$矩阵，定义为$$\mathbf{A}\otimes \mathbf{B}=\left[{\mathbf{a}}_1\mathbf{B},\cdots ,{\mathbf{a}}_n\mathbf{B}\right]={\left[a_{ij}\mathbf{B}\right]}_{i=1,j=1}^{m,n}=\left[\begin{array}{cccc}{a}_{11}\mathbf{B}& a_{12}\mathbf{B}& \cdots & a_{1n}\mathbf{B}\\ a_{21}\mathbf{B}& a_{22}\mathbf{B}& \cdots & a_{2n}\mathbf{B}\\ ⋮& ⋮& \ddots & ⋮\\ a_{m1}\mathbf{B}& a_{m2}\mathbf{B}& \cdots & a_{mn}\mathbf{B}\end{array}\right]$$$Kronecker$积也称直积或者张量积。

$Kronecker$积的等式性质

1. 对于矩阵${\mathbf{A}}_{m\times n}$和${\mathbf{B}}_{p\times q}$，一般有$\mathbf{A}\otimes \mathbf{B}\ne \mathbf{B}\otimes \mathbf{A}$。
2. 任意矩阵与零矩阵的$Kronecker$积等于零矩阵, 即$\mathbf{A}\otimes \mathbf{O}=\mathbf{O}\otimes \mathbf{A}=\mathbf{O}$。
3. 若$\alpha$和$\beta$为常数, 则$\alpha \mathbf{A}\otimes \beta \mathbf{B}=\alpha \beta (\mathbf{A}\otimes \mathbf{B})$。
4. $m$维与$n$维两个单位矩阵的$Kronecker$积为$mn$维单位矩阵, 即${\mathbf{I}}_m\otimes {\mathbf{I}}_n={\mathbf{I}}_{mn}$。
5. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{n\times k},{\mathbf{C}}_{l\times p},{\mathbf{D}}_{p\times q}$，有$$(\mathbf{A}\mathbf{B})\otimes (\mathbf{C}\mathbf{D})=(\mathbf{A}\otimes \mathbf{C})(\mathbf{B}\otimes \mathbf{D})$$
6. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{p\times q},{\mathbf{C}}_{p\times q}$，有$$\begin{array}{l}\mathbf{A}\otimes (\mathbf{B}\pm \mathbf{C})=\mathbf{A}\otimes \mathbf{B}\pm \mathbf{A}\otimes \mathbf{C}\\ (\mathbf{B}\pm \mathbf{C})\otimes \mathbf{A}=\mathbf{B}\otimes \mathbf{A}\pm \mathbf{C}\otimes \mathbf{A}\end{array}$$
7. $Kronecker$积的转置与复共轭转置$$(\mathbf{A}\otimes \mathbf{B}{)}^{\mathrm{T}}={\mathbf{A}}^{\mathrm{T}}\otimes {\mathbf{B}}^{\mathrm{T}},(\mathbf{A}\otimes \mathbf{B}{)}^{\mathrm{H}}={\mathbf{A}}^{\mathrm{H}}\otimes {\mathbf{B}}^{\mathrm{H}}$$
8. $Kronecker$积的逆矩阵和广义逆矩阵$$(\mathbf{A}\otimes \mathbf{B}{)}^{-1}={\mathbf{A}}^{-1}\otimes {\mathbf{B}}^{-1},(\mathbf{A}\otimes \mathbf{B}{)}^{†}={\mathbf{A}}^{†}\otimes {\mathbf{B}}^{†}$$
9. $Kronecker$积的秩$$rank(\mathbf{A}\otimes \mathbf{B})=rank(\mathbf{A})rank(\mathbf{B})$$
10. $Kronecker$积的行列式$$det\left({\mathbf{A}}_{n\times n}\otimes {\mathbf{B}}_{m\times m}\right)=(det\mathbf{A}{)}^m(det\mathbf{B}{)}^n$$
11. $Kronecker$积的迹$$tr(\mathbf{A}\otimes \mathbf{B})=tr(\mathbf{A})tr(\mathbf{B})$$
12. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{m\times n},{\mathbf{C}}_{p\times q},{\mathbf{D}}_{p\times q}$，有$$(\mathbf{A}+\mathbf{B})\otimes (\mathbf{C}+\mathbf{D})=\mathbf{A}\otimes \mathbf{C}+\mathbf{A}\otimes \mathbf{D}+\mathbf{B}\otimes \mathbf{C}+\mathbf{B}\otimes \mathbf{D}$$
13. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{p\times q},{\mathbf{C}}_{k\times l}$，有$$(\mathbf{A}\otimes \mathbf{B})\otimes \mathbf{C}=\mathbf{A}\otimes (\mathbf{B}\otimes \mathbf{C})$$
14. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{k\times l},{\mathbf{C}}_{p\times q},{\mathbf{D}}_{r\times s}$，有$$(\mathbf{A}\otimes \mathbf{B})\otimes (\mathbf{C}\otimes \mathbf{D})=\mathbf{A}\otimes \mathbf{B}\otimes \mathbf{C}\otimes \mathbf{D}$$
15. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{p\times q},{\mathbf{C}}_{n\times r},{\mathbf{D}}_{q\times s},{\mathbf{E}}_{r\times k},{\mathbf{F}}_{s\times l}$，有$$(\mathbf{A}\otimes \mathbf{B})(\mathbf{C}\otimes \mathbf{D})(\mathbf{E}\otimes \mathbf{F})=(\mathbf{A}\mathbf{C}\mathbf{E})\otimes (\mathbf{B}\mathbf{D}\mathbf{F})$$
16. 对于矩阵${\mathbf{A}}_{m\times n},{\mathbf{B}}_{p\times q}$，有$$\exp (\mathbf{A}\otimes \mathbf{B})=\exp (\mathbf{A})\otimes \exp (\mathbf{B})$$