De la Wikipedia, enciclopedia liberă
În matematică produsul Khatri–Rao al matricilor este definit drept[1] [2] [3]
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{\displaystyle \mathbf {A} \ast \mathbf {B} =\left(\mathbf {A} _{ij}\otimes \mathbf {B} _{ij}\right)_{ij}}
în care al ij -lea bloc este produsul Kronecker mi pi × nj qj A B (Σi mi pi j nj qj .
De exemplu, dacă ambele A B 2 × 2 :
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,
{\displaystyle \mathbf {A} =\left[{\begin{array}{c | c}\mathbf {A} _{11}&\mathbf {A} _{12}\\\hline \mathbf {A} _{21}&\mathbf {A} _{22}\end{array}}\right]=\left[{\begin{array}{c c | c}1&2&3\\4&5&6\\\hline 7&8&9\end{array}}\right],\quad \mathbf {B} =\left[{\begin{array}{c | c}\mathbf {B} _{11}&\mathbf {B} _{12}\\\hline \mathbf {B} _{21}&\mathbf {B} _{22}\end{array}}\right]=\left[{\begin{array}{c | c c}1&4&7\\\hline 2&5&8\\3&6&9\end{array}}\right],}
se obține:
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=
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.
{\displaystyle \mathbf {A} \ast \mathbf {B} =\left[{\begin{array}{c | c}\mathbf {A} _{11}\otimes \mathbf {B} _{11}&\mathbf {A} _{12}\otimes \mathbf {B} _{12}\\\hline \mathbf {A} _{21}\otimes \mathbf {B} _{21}&\mathbf {A} _{22}\otimes \mathbf {B} _{22}\end{array}}\right]=\left[{\begin{array}{c c | c c}1&2&12&21\\4&5&24&42\\\hline 14&16&45&72\\21&24&54&81\end{array}}\right].}
Aceasta este o submatrice a produsului Tracy–Singh[4]
Produs cu divizarea feței matricilor Un concept alternativ al produsului matricial, care utilizează divizarea pe linii a matricilor cu un anumit număr de linii a fost propus de Vadim Sliusar [5] [6] [7] [8] [9] [10]
Această operație matricială a fost numită „produsul cu divizarea feței” al matricilor[7] [9]
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{\displaystyle \mathbf {C} ={\begin{bmatrix}\mathbf {C} _{1}\\\hline \mathbf {C} _{2}\\\hline \mathbf {C} _{3}\\\end{bmatrix}}={\begin{bmatrix}1&2&3\\\hline 4&5&6\\\hline 7&8&9\end{bmatrix}},\quad \mathbf {D} ={\begin{bmatrix}\mathbf {D} _{1}\\\hline \mathbf {D} _{2}\\\hline \mathbf {D} _{3}\\\end{bmatrix}}={\begin{bmatrix}1&4&7\\\hline 2&5&8\\\hline 3&6&9\end{bmatrix}},}
rezultatul este:[6] [7] [9]
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=
[
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21
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27
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81
]
.
{\displaystyle \mathbf {C} \bullet \mathbf {D} ={\begin{bmatrix}\mathbf {C} _{1}\otimes \mathbf {D} _{1}\\\hline \mathbf {C} _{2}\otimes \mathbf {D} _{2}\\\hline \mathbf {C} _{3}\otimes \mathbf {D} _{3}\\\end{bmatrix}}={\begin{bmatrix}1&4&7&2&8&14&3&12&21\\\hline 8&20&32&10&25&40&12&30&48\\\hline 21&42&63&24&48&72&27&54&81\end{bmatrix}}.}
Transpusa [6] [7] [8]
(
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∙
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)
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=
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T
∗
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T
{\displaystyle \left(\mathbf {A} \bullet \mathbf {B} \right)^{\textsf {T}}={\textbf {A}}^{\textsf {T}}\ast \mathbf {B} ^{\textsf {T}}}
Biliniaritate și asociativitate :[6] [7] [8]
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=
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,
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,
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)
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k
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)
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=
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,
{\displaystyle {\begin{aligned}\mathbf {A} \bullet (\mathbf {B} +\mathbf {C} )&=\mathbf {A} \bullet \mathbf {B} +\mathbf {A} \bullet \mathbf {C} ,\\(\mathbf {B} +\mathbf {C} )\bullet \mathbf {A} &=\mathbf {B} \bullet \mathbf {A} +\mathbf {C} \bullet \mathbf {A} ,\\(k\mathbf {A} )\bullet \mathbf {B} &=\mathbf {A} \bullet (k\mathbf {B} )=k(\mathbf {A} \bullet \mathbf {B} ),\\(\mathbf {A} \bullet \mathbf {B} )\bullet \mathbf {C} &=\mathbf {A} \bullet (\mathbf {B} \bullet \mathbf {C} ),\\\end{aligned}}}
unde A , B C k este un scalar ,
a
∙
B
=
B
∙
a
{\displaystyle a\bullet \mathbf {B} =\mathbf {B} \bullet a}
[8]
a
{\displaystyle a}
vector ,Proprietatea produsului mixt (V. Sliusar, 1997[8]
(
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)
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} )\left(\mathbf {A} ^{\textsf {T}}\ast \mathbf {B} ^{\textsf {T}}\right)=\left(\mathbf {A} \mathbf {A} ^{\textsf {T}}\right)\circ \left(\mathbf {B} \mathbf {B} ^{\textsf {T}}\right)}
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} )(\mathbf {C} \ast \mathbf {D} )=(\mathbf {A} \mathbf {C} )\circ (\mathbf {B} \mathbf {D} )}
[9]
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} \bullet \mathbf {C} \bullet \mathbf {D} )(\mathbf {L} \ast \mathbf {M} \ast \mathbf {N} \ast \mathbf {P} )=(\mathbf {A} \mathbf {L} )\circ (\mathbf {B} \mathbf {M} )\circ (\mathbf {C} \mathbf {N} )\circ (\mathbf {D} \mathbf {P} )}
[11]
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T
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=
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{\displaystyle (\mathbf {A} \ast \mathbf {B} )^{\textsf {T}}(\mathbf {A} \ast \mathbf {B} )=\left(\mathbf {A} ^{\textsf {T}}\mathbf {A} \right)\circ \left(\mathbf {B} ^{\textsf {T}}\mathbf {B} \right)}
[12]
∘
{\displaystyle \circ }
produsul Hadamard ,
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{\displaystyle (\mathbf {A} \circ \mathbf {B} )\bullet (\mathbf {C} \circ \mathbf {D} )=(\mathbf {A} \bullet \mathbf {C} )\circ (\mathbf {B} \bullet \mathbf {D} )}
[8]
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=
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{\displaystyle \mathbf {A} \otimes (\mathbf {B} \bullet \mathbf {C} )=(\mathbf {A} \otimes \mathbf {B} )\bullet \mathbf {C} }
[6]
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=
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{\displaystyle (\mathbf {A} \otimes \mathbf {B} )(\mathbf {C} \ast \mathbf {D} )=(\mathbf {A} \mathbf {C} )\ast (\mathbf {B} \mathbf {D} )}
[12]
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{\displaystyle (\mathbf {A} \otimes \mathbf {B} )\ast (\mathbf {C} \otimes \mathbf {D} )=\mathbf {P} [(\mathbf {A} \ast \mathbf {C} )\otimes (\mathbf {B} \ast \mathbf {D} )]}
P
{\displaystyle \mathbf {P} }
[13]
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=
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} )(\mathbf {C} \otimes \mathbf {D} )=(\mathbf {A} \mathbf {C} )\bullet (\mathbf {B} \mathbf {D} )}
[9] [11]
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⋯
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{\displaystyle (\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} )\bullet (\mathbf {L} \mathbf {M} \cdots \mathbf {S} )}
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{\displaystyle c^{\textsf {T}}\bullet d^{\textsf {T}}=c^{\textsf {T}}\otimes d^{\textsf {T}}}
[8]
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=
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{\displaystyle c\ast d=c\otimes d}
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{\displaystyle c}
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{\displaystyle d}
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{\displaystyle \left(\mathbf {A} \ast c^{\textsf {T}}\right)d=\left(\mathbf {A} \ast d^{\textsf {T}}\right)c}
[14]
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{\displaystyle d^{\textsf {T}}\left(c\bullet \mathbf {A} ^{\textsf {T}}\right)=c^{\textsf {T}}\left(d\bullet \mathbf {A} ^{\textsf {T}}\right)}
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} )(c\otimes d)=(\mathbf {A} c)\circ (\mathbf {B} d)}
[15]
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{\displaystyle c}
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{\displaystyle d}
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{\displaystyle (\mathbf {A} \bullet \mathbf {B} )(\mathbf {M} \mathbf {N} c\otimes \mathbf {Q} \mathbf {P} d)=(\mathbf {A} \mathbf {M} \mathbf {N} c)\circ (\mathbf {B} \mathbf {Q} \mathbf {P} d),}
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{\displaystyle {\mathcal {F}}\left(C^{(1)}x\star C^{(2)}y\right)=\left({\mathcal {F}}C^{(1)}\bullet {\mathcal {F}}C^{(2)}\right)(x\otimes y)={\mathcal {F}}C^{(1)}x\circ {\mathcal {F}}C^{(2)}y}
⋆
{\displaystyle \star }
convoluția vectorilor, iar
F
{\displaystyle {\mathcal {F}}}
matricea Fourier (d
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{\displaystyle \mathbf {A} \bullet \mathbf {B} =\left(\mathbf {A} \otimes \mathbf {1_{c}} ^{\textsf {T}}\right)\circ \left(\mathbf {1_{k}} ^{\textsf {T}}\otimes \mathbf {B} \right)}
[16]
A
{\displaystyle \mathbf {A} }
r
×
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{\displaystyle r\times c}
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{\displaystyle \mathbf {B} }
r
×
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{\displaystyle r\times k}
1
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{\displaystyle \mathbf {1_{c}} }
c
{\displaystyle c}
1
k
{\displaystyle \mathbf {1_{k}} }
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{\displaystyle k}
M
∙
M
=
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∘
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{\displaystyle \mathbf {M} \bullet \mathbf {M} =\left(\mathbf {M} \otimes \mathbf {1} ^{\textsf {T}}\right)\circ \left(\mathbf {1} ^{\textsf {T}}\otimes \mathbf {M} \right)}
[17]
M
{\displaystyle \mathbf {M} }
r
×
c
{\displaystyle r\times c}
∘
{\displaystyle \circ }
1
{\displaystyle \mathbf {1} }
c
{\displaystyle c}
M
∙
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=
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∘
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M
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{\displaystyle \mathbf {M} \bullet \mathbf {M} =\mathbf {M} [\circ ]\left(\mathbf {M} \otimes \mathbf {1} ^{\textsf {T}}\right)}
[
∘
]
{\displaystyle [\circ ]}
[9]
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=
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1
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∘
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{\displaystyle \mathbf {P} \ast \mathbf {N} =(\mathbf {P} \otimes \mathbf {1_{c}} )\circ (\mathbf {1_{k}} \otimes \mathbf {N} )}
P
{\displaystyle \mathbf {P} }
c
×
r
{\displaystyle c\times r}
N
{\displaystyle \mathbf {N} }
k
×
r
{\displaystyle k\times r}
W
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A
=
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A
{\displaystyle \mathbf {W_{d}} \mathbf {A} =\mathbf {w} \bullet \mathbf {A} }
[8]
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{\displaystyle vec((\mathbf {w} ^{\textsf {T}}\ast \mathbf {A} )\mathbf {B} )=(\mathbf {B} ^{\textsf {T}}\ast \mathbf {A} )\mathbf {w} }
[9]
v
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c
(
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{\displaystyle vec(\mathbf {A} (\mathbf {w} \bullet \mathbf {B} ))}
vec
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{\displaystyle \operatorname {vec} \left(\mathbf {A} ^{\textsf {T}}\mathbf {W_{d}} \mathbf {A} \right)=\left(\mathbf {A} \bullet \mathbf {A} \right)^{\textsf {T}}\mathbf {w} }
[17]
w
{\displaystyle \mathbf {w} }
W
d
{\displaystyle \mathbf {W_{d}} }
vec
(
A
)
{\displaystyle \operatorname {vec} (\mathbf {A} )}
A
{\displaystyle \mathbf {A} }
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⋯
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.
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{\displaystyle (\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(\mathbf {K} \ast \mathbf {T} )=(\mathbf {A} \mathbf {B} ...\mathbf {C} \mathbf {K} )\circ (\mathbf {L} \mathbf {M} ...\mathbf {S} \mathbf {T} )}
[9] [11]
(
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∙
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)
(
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⊗
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⋯
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⊗
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=
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∘
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,
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=
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{\displaystyle {\begin{aligned}(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(c\otimes d)&=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} c)\circ (\mathbf {L} \mathbf {M} \cdots \mathbf {S} d),\\(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(\mathbf {P} c\otimes \mathbf {Q} d)&=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} \mathbf {P} c)\circ (\mathbf {L} \mathbf {M} \cdots \mathbf {S} \mathbf {Q} d)\end{aligned}}}
c
{\displaystyle c}
d
{\displaystyle d}
(
[
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∙
[
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)
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⊗
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)
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[
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]
.
{\displaystyle {\begin{aligned}&\left({\begin{bmatrix}1&0\\0&1\\1&0\end{bmatrix}}\bullet {\begin{bmatrix}1&0\\1&0\\0&1\end{bmatrix}}\right)\left({\begin{bmatrix}1&1\\1&-1\end{bmatrix}}\otimes {\begin{bmatrix}1&1\\1&-1\end{bmatrix}}\right)\left({\begin{bmatrix}\sigma _{1}&0\\0&\sigma _{2}\\\end{bmatrix}}\otimes {\begin{bmatrix}\rho _{1}&0\\0&\rho _{2}\\\end{bmatrix}}\right)\left({\begin{bmatrix}x_{1}\\x_{2}\end{bmatrix}}\ast {\begin{bmatrix}y_{1}\\y_{2}\end{bmatrix}}\right)\\[5pt]{}={}&\left({\begin{bmatrix}1&0\\0&1\\1&0\end{bmatrix}}\bullet {\begin{bmatrix}1&0\\1&0\\0&1\end{bmatrix}}\right)\left({\begin{bmatrix}1&1\\1&-1\end{bmatrix}}{\begin{bmatrix}\sigma _{1}&0\\0&\sigma _{2}\\\end{bmatrix}}{\begin{bmatrix}x_{1}\\x_{2}\end{bmatrix}}\,\otimes \,{\begin{bmatrix}1&1\\1&-1\end{bmatrix}}{\begin{bmatrix}\rho _{1}&0\\0&\rho _{2}\\\end{bmatrix}}{\begin{bmatrix}y_{1}\\y_{2}\end{bmatrix}}\right)\\[5pt]{}={}&{\begin{bmatrix}1&0\\0&1\\1&0\end{bmatrix}}{\begin{bmatrix}1&1\\1&-1\end{bmatrix}}{\begin{bmatrix}\sigma _{1}&0\\0&\sigma _{2}\\\end{bmatrix}}{\begin{bmatrix}x_{1}\\x_{2}\end{bmatrix}}\,\circ \,{\begin{bmatrix}1&0\\1&0\\0&1\end{bmatrix}}{\begin{bmatrix}1&1\\1&-1\end{bmatrix}}{\begin{bmatrix}\rho _{1}&0\\0&\rho _{2}\\\end{bmatrix}}{\begin{bmatrix}y_{1}\\y_{2}\end{bmatrix}}.\end{aligned}}}
Produsul cu divizarea feței este utilizat în teoria matricei-tensor a matricei de antene digitale. Aceste operațiuni sunt utilizate și în:
^ en Khatri, C. G.; Rao, C. R. (1968 ). „Solutions to some functional equations and their applications to characterization of probability distributions” . Sankhya . 30 : 167–180. Arhivat din original (PDF) la 23 octombrie 2010 . Accesat în 21 august 2008 . ^ en Liu, Shuangzhe (1999 ). „Matrix Results on the Khatri–Rao and Tracy–Singh Products”. Linear Algebra and Its Applications . 289 (1–3): 267–277. doi :10.1016/S0024-3795(98)10209-4 ^ en Zhang X; Yang Z; Cao C. (2002 ), „Inequalities involving Khatri–Rao products of positive semi-definite matrices”, Applied Mathematics E-notes , 2 : 117–124 ^ en
Liu, Shuangzhe; Trenkler, Götz (2008 ). „Hadamard, Khatri-Rao, Kronecker and other matrix products”. International Journal of Information and Systems Sciences . 4 (1): 160–177. ^ en Anna Esteve, Eva Boj & Josep Fortiana (2009): "Interaction Terms in Distance-Based Regression," Communications in Statistics – Theory and Methods , 38:19, p. 3501 [1] ^ a b c d e en Slyusar, V. I. (27 decembrie 1996 ). „End products in matrices in radar applications” (PDF) . Radioelectronics and Communications Systems . 41 (3): 50–53.
^ a b c d e en Slyusar, V. I. (20 mai 1997 ). „Analytical model of the digital antenna array on a basis of face-splitting matrix products” (PDF) . Proc. ICATT-97, Kyiv : 108–109.
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