Khatri–Rao product

Type of product of matrices From Wikipedia, the free encyclopedia

In mathematics, the Khatri–Rao product or block Kronecker product of two partitioned matrices and is defined as[1][2][3]

in which the ij-th block is the mipi × njqj sized Kronecker product of the corresponding blocks of A and B, assuming the number of row and column partitions of both matrices is equal. The size of the product is then i mipi) × (Σj njqj).

For example, if A and B both are 2 × 2 partitioned matrices e.g.:

we obtain:

This is a submatrix of the Tracy–Singh product [4] of the two matrices (each partition in this example is a partition in a corner of the Tracy–Singh product).

Column-wise Kronecker product

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Perspective

The column-wise Kronecker product of two matrices is a special case of the Khatri-Rao product as defined above, and may also be called the Khatri–Rao product. This product assumes the partitions of the matrices are their columns. In this case m1 = m, p1 = p, n = q and for each j: nj = qj = 1. The resulting product is a mp × n matrix of which each column is the Kronecker product of the corresponding columns of A and B. Using the matrices from the previous examples with the columns partitioned:

so that:

This column-wise version of the Khatri–Rao product is useful in linear algebra approaches to data analytical processing[5] and in optimizing the solution of inverse problems dealing with a diagonal matrix.[6][7]

In 1996 the column-wise Khatri–Rao product was proposed to estimate the angles of arrival (AOAs) and delays of multipath signals[8] and four coordinates of signals sources[9] at a digital antenna array.

Face-splitting product

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Face splitting product of matrices

An alternative concept of the matrix product, which uses row-wise splitting of matrices with a given quantity of rows, was proposed by V. Slyusar[10] in 1996.[9][11][12][13][14]

This matrix operation was named the "face-splitting product" of matrices[11][13] or the "transposed Khatri–Rao product". This type of operation is based on row-by-row Kronecker products of two matrices. Using the matrices from the previous examples with the rows partitioned:

the result can be obtained:[9][11][13]

Main properties

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  1. Transpose (V. Slyusar, 1996[9][11][12]):
    ,
  2. Bilinearity and associativity:[9][11][12]

    where A, B and C are matrices, and k is a scalar,

    ,[12]
    where is a vector,
  3. The mixed-product property (V. Slyusar, 1997[12]):
    ,
    ,[13]
    [15]
    ,[16]
    where denotes the Hadamard product,
  4. ,[12]
  5. ,[9] where is a row vector,
  6. ,[16]
  7. , where is a permutation matrix.[7]
  8.  
    ,[13][15]

    Similarly:

    ,
  9.  
    ,[12]
    ,
    where and are vectors,
  10. ,[17] ,
  11.  
    ,[18]

    where and are vectors (it is a combine of properties 3 an 8),

    Similarly:

  12.  
    ,

    where is vector convolution; are "count sketch" matrices; and is the Fourier transform matrix (this result is an evolving of count sketch properties[19]).



    This can be generalized for appropriate matrices :

    because property 11 above gives us

    And the convolution theorem gives us

  13.  
    ,[20]

    where is matrix, is matrix, is a vector of 1's of length , and is a vector of 1's of length

    or

    ,[21]

    where is matrix, means element by element multiplication and is a vector of 1's of length .

    ,

    where denotes the penetrating face product of matrices.[13]

    Similarly:

    , where is matrix, is matrix,.
  14.  
    ,[12]
    [13]= = ,
    ,[21]
    where is the vector consisting of the diagonal elements of , means stack the columns of a matrix on top of each other to give a vector.
  15.  
    .[13][15]

    Similarly:

    ,
    where and are vectors

Examples

Source:[18]

Theorem

Source:[18]

If , where are independent components a random matrix with independent identically distributed rows , such that

and ,

then for any vector

with probability if the quantity of rows

In particular, if the entries of are can get

which matches the Johnson–Lindenstrauss lemma of when is small.

Block face-splitting product

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Transposed block face-splitting product in the context of a multi-face radar model[15]

According to the definition of V. Slyusar[9][13] the block face-splitting product of two partitioned matrices with a given quantity of rows in blocks

can be written as :

The transposed block face-splitting product (or Block column-wise version of the Khatri–Rao product) of two partitioned matrices with a given quantity of columns in blocks has a view:[9][13]

Main properties

  1. Transpose:
    [15]

Applications

The Face-splitting product and the Block Face-splitting product used in the tensor-matrix theory of digital antenna arrays. These operations are also used in:

See also

Notes

References

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