Khatri–Rao product

Type of product of matrices

In mathematics, the Khatri–Rao product or block Kronecker product of two partitioned matrices $\mathbf {A}$ and $\mathbf {B}$ is defined as^[1]^[2]^[3]

\mathbf {A} \ast \mathbf {B} =\left(\mathbf {A} _{ij}\otimes \mathbf {B} _{ij}\right)_{ij}

in which the ij-th block is the m_ip_i × n_jq_j 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 (Σ_i m_ip_i) × (Σ_j n_jq_j).

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

\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],

we obtain:

\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].

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

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: n_j = p_j = 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:

\mathbf {C} =\left[{\begin{array}{c | c | c}\mathbf {C} _{1}&\mathbf {C} _{2}&\mathbf {C} _{3}\end{array}}\right]=\left[{\begin{array}{c | c | c}1&2&3\\4&5&6\\7&8&9\end{array}}\right],\quad \mathbf {D} =\left[{\begin{array}{c | c | c }\mathbf {D} _{1}&\mathbf {D} _{2}&\mathbf {D} _{3}\end{array}}\right]=\left[{\begin{array}{c | c | c }1&4&7\\2&5&8\\3&6&9\end{array}}\right],

so that:

\mathbf {C} \ast \mathbf {D} =\left[{\begin{array}{c | c | c }\mathbf {C} _{1}\otimes \mathbf {D} _{1}&\mathbf {C} _{2}\otimes \mathbf {D} _{2}&\mathbf {C} _{3}\otimes \mathbf {D} _{3}\end{array}}\right]=\left[{\begin{array}{c | c | c }1&8&21\\2&10&24\\3&12&27\\4&20&42\\8&25&48\\12&30&54\\7&32&63\\14&40&72\\21&48&81\end{array}}\right].

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

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:

\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}},

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

\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}}.

Main properties

Transpose (V. Slyusar, 1996^[9]^[11]^[12]):
$\left(\mathbf {A} \bullet \mathbf {B} \right)^{\textsf {T}}={\textbf {A}}^{\textsf {T}}\ast \mathbf {B} ^{\textsf {T}}$ ,
Bilinearity and associativity:^[9]^[11]^[12]

${\begin{aligned}\mathbf {A} \bullet (\mathbf {B} +\mathbf {C} )&=\mathbf {A} \bullet \mathbf {B} +\mathbf {A} \bullet \mathbf {C} ,\\(\mathbf {B} +\mathbf {C} )\bullet \mathbf {A} &=\mathbf {B} \bullet \mathbf {A} +\mathbf {C} \bullet \mathbf {A} ,\\(k\mathbf {A} )\bullet \mathbf {B} &=\mathbf {A} \bullet (k\mathbf {B} )=k(\mathbf {A} \bullet \mathbf {B} ),\\(\mathbf {A} \bullet \mathbf {B} )\bullet \mathbf {C} &=\mathbf {A} \bullet (\mathbf {B} \bullet \mathbf {C} ),\\\end{aligned}}$

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

$a\bullet \mathbf {B} =\mathbf {B} \bullet a$ ,^[12]
where $a$ is a vector,
The mixed-product property (V. Slyusar, 1997^[12]):
$(\mathbf {A} \bullet \mathbf {B} )\left(\mathbf {A} ^{\textsf {T}}\ast \mathbf {B} ^{\textsf {T}}\right)=\left(\mathbf {A} \mathbf {A} ^{\textsf {T}}\right)\circ \left(\mathbf {B} \mathbf {B} ^{\textsf {T}}\right)$ ,

$(\mathbf {A} \bullet \mathbf {B} )(\mathbf {C} \ast \mathbf {D} )=(\mathbf {A} \mathbf {C} )\circ (\mathbf {B} \mathbf {D} )$ ,^[13]

$(\mathbf {A} \bullet \mathbf {B} \bullet \mathbf {C} \bullet \mathbf {D} )(\mathbf {L} \ast \mathbf {M} \ast \mathbf {N} \ast \mathbf {P} )=(\mathbf {A} \mathbf {L} )\circ (\mathbf {B} \mathbf {M} )\circ (\mathbf {C} \mathbf {N} )\circ (\mathbf {D} \mathbf {P} )$ ^[15]

$(\mathbf {A} \ast \mathbf {B} )^{\textsf {T}}(\mathbf {A} \ast \mathbf {B} )=\left(\mathbf {A} ^{\textsf {T}}\mathbf {A} \right)\circ \left(\mathbf {B} ^{\textsf {T}}\mathbf {B} \right)$ ,^[16]
where $\circ$ denotes the Hadamard product,
$(\mathbf {A} \circ \mathbf {B} )\bullet (\mathbf {C} \circ \mathbf {D} )=(\mathbf {A} \bullet \mathbf {C} )\circ (\mathbf {B} \bullet \mathbf {D} )$ ,^[12]
$\mathbf {A} \otimes (\mathbf {B} \bullet \mathbf {C} )=(\mathbf {A} \otimes \mathbf {B} )\bullet \mathbf {C}$ ,^[9]
$(\mathbf {A} \otimes \mathbf {B} )(\mathbf {C} \ast \mathbf {D} )=(\mathbf {A} \mathbf {C} )\ast (\mathbf {B} \mathbf {D} )$ ,^[16]
$(\mathbf {A} \otimes \mathbf {B} )\ast (\mathbf {C} \otimes \mathbf {D} )=\mathbf {P} [(\mathbf {A} \ast \mathbf {C} )\otimes (\mathbf {B} \ast \mathbf {D} )]$ , where $\mathbf {P}$ is a permutation matrix.^[7]
$(\mathbf {A} \bullet \mathbf {B} )(\mathbf {C} \otimes \mathbf {D} )=(\mathbf {A} \mathbf {C} )\bullet (\mathbf {B} \mathbf {D} )$ ,^[13]^[15]
Similarly:
$(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} )\bullet (\mathbf {L} \mathbf {M} \cdots \mathbf {S} )$ ,
$c^{\textsf {T}}\bullet d^{\textsf {T}}=c^{\textsf {T}}\otimes d^{\textsf {T}}$ ,^[12]

$c\ast d=c\otimes d$ ,
where $c$ and $d$ are vectors,
$\left(\mathbf {A} \ast c^{\textsf {T}}\right)d=\left(\mathbf {A} \ast d^{\textsf {T}}\right)c$ ,^[17] $d^{\textsf {T}}\left(c\bullet \mathbf {A} ^{\textsf {T}}\right)=c^{\textsf {T}}\left(d\bullet \mathbf {A} ^{\textsf {T}}\right)$ ,
$(\mathbf {A} \bullet \mathbf {B} )(c\otimes d)=(\mathbf {A} c)\circ (\mathbf {B} d)$ ,^[18]
where $c$ and $d$ are vectors (it is a combine of properties 3 an 8), Similarly:
$(\mathbf {A} \bullet \mathbf {B} )(\mathbf {M} \mathbf {N} c\otimes \mathbf {Q} \mathbf {P} d)=(\mathbf {A} \mathbf {M} \mathbf {N} c)\circ (\mathbf {B} \mathbf {Q} \mathbf {P} d),$
${\mathcal {F}}\left(C^{(1)}x\star C^{(2)}y\right)=\left({\mathcal {F}}C^{(1)}\bullet {\mathcal {F}}C^{(2)}\right)(x\otimes y)={\mathcal {F}}C^{(1)}x\circ {\mathcal {F}}C^{(2)}y$ ,
where $\star$ is vector convolution and ${\mathcal {F}}$ is the Fourier transform matrix (this result is an evolving of count sketch properties^[19]),
$\mathbf {A} \bullet \mathbf {B} =\left(\mathbf {A} \otimes \mathbf {1_{k}} ^{\textsf {T}}\right)\circ \left(\mathbf {1_{c}} ^{\textsf {T}}\otimes \mathbf {B} \right)$ ,^[20]
where $\mathbf {A}$ is $r\times c$ matrix, $\mathbf {B}$ is $r\times k$ matrix, $\mathbf {1_{c}}$ is a vector of 1's of length $c$ , and $\mathbf {1_{k}}$ is a vector of 1's of length $k$ or
$\mathbf {M} \bullet \mathbf {M} =\left(\mathbf {M} \otimes \mathbf {1} ^{\textsf {T}}\right)\circ \left(\mathbf {1} ^{\textsf {T}}\otimes \mathbf {M} \right)$ ,^[21]
where $\mathbf {M}$ is $r\times c$ matrix, $\circ$ means element by element multiplication and $\mathbf {1}$ is a vector of 1's of length $c$ .
$\mathbf {M} \bullet \mathbf {M} =\mathbf {M} [\circ ]\left(\mathbf {M} \otimes \mathbf {1} ^{\textsf {T}}\right)$ ,
where $[\circ ]$ denotes the penetrating face product of matrices.^[13] Similarly:
$\mathbf {P} \ast \mathbf {N} =(\mathbf {P} \otimes \mathbf {1_{k}} )\circ (\mathbf {1_{c}} \otimes \mathbf {N} )$ , where $\mathbf {P}$ is $c\times r$ matrix, $\mathbf {N}$ is $k\times r$ matrix,.
$\mathbf {W_{d}} \mathbf {A} =\mathbf {w} \bullet \mathbf {A}$ ,^[12]

$vec((\mathbf {w} ^{\textsf {T}}\ast \mathbf {A} )\mathbf {B} )=(\mathbf {B} ^{\textsf {T}}\ast \mathbf {A} )\mathbf {w}$ ^[13]= $vec(\mathbf {A} (\mathbf {w} \bullet \mathbf {B} ))$ ,

$\operatorname {vec} \left(\mathbf {A} ^{\textsf {T}}\mathbf {W_{d}} \mathbf {A} \right)=\left(\mathbf {A} \bullet \mathbf {A} \right)^{\textsf {T}}\mathbf {w}$ ,^[21]
where $\mathbf {w}$ is the vector consisting of the diagonal elements of $\mathbf {W_{d}}$ , $\operatorname {vec} (\mathbf {A} )$ means stack the columns of a matrix $\mathbf {A}$ on top of each other to give a vector.
$(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(\mathbf {K} \ast \mathbf {T} )=(\mathbf {A} \mathbf {B} ...\mathbf {C} \mathbf {K} )\circ (\mathbf {L} \mathbf {M} ...\mathbf {S} \mathbf {T} )$ .^[13]^[15]
Similarly:
${\begin{aligned}(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(c\otimes d)&=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} c)\circ (\mathbf {L} \mathbf {M} \cdots \mathbf {S} d),\\(\mathbf {A} \bullet \mathbf {L} )(\mathbf {B} \otimes \mathbf {M} )\cdots (\mathbf {C} \otimes \mathbf {S} )(\mathbf {P} c\otimes \mathbf {Q} d)&=(\mathbf {A} \mathbf {B} \cdots \mathbf {C} \mathbf {P} c)\circ (\mathbf {L} \mathbf {M} \cdots \mathbf {S} \mathbf {Q} d)\end{aligned}}$ ,
where $c$ and $d$ are vectors

Examples^[18]

{\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}}

Theorem^[18]

If $M=T^{(1)}\bullet \dots \bullet T^{(c)}$ , where $T^{(1)},\dots ,T^{(c)}$ are independent components a random matrix $T$ with independent identically distributed rows $T_{1},\dots ,T_{m}\in \mathbb {R} ^{d}$ , such that

E\left[(T_{1}x)^{2}\right]=\left\|x\right\|_{2}^{2}

and

E\left[(T_{1}x)^{p}\right]^{\frac {1}{p}}\leq {\sqrt {ap}}\|x\|_{2}

then for any vector $x$

\left|\left\|Mx\right\|_{2}-\left\|x\right\|_{2}\right|<\varepsilon \left\|x\right\|_{2}

with probability $1-\delta$ if the quantity of rows

m=(4a)^{2c}\varepsilon ^{-2}\log 1/\delta +(2ae)\varepsilon ^{-1}(\log 1/\delta )^{c}.

In particular, if the entries of $T$ are $\pm 1$ can get

m=O\left(\varepsilon ^{-2}\log 1/\delta +\varepsilon ^{-1}\left({\frac {1}{c}}\log 1/\delta \right)^{c}\right)

which matches the Johnson–Lindenstrauss lemma of $m=O\left(\varepsilon ^{-2}\log 1/\delta \right)$ when $\varepsilon$ is small.

Block face-splitting product

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

\mathbf {A} =\left[{\begin{array}{c | c}\mathbf {A} _{11}&\mathbf {A} _{12}\\\hline \mathbf {A} _{21}&\mathbf {A} _{22}\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],

can be written as :

\mathbf {A} [\bullet ]\mathbf {B} =\left[{\begin{array}{c | c}\mathbf {A} _{11}\bullet \mathbf {B} _{11}&\mathbf {A} _{12}\bullet \mathbf {B} _{12}\\\hline \mathbf {A} _{21}\bullet \mathbf {B} _{21}&\mathbf {A} _{22}\bullet \mathbf {B} _{22}\end{array}}\right].

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]

\mathbf {A} [\ast ]\mathbf {B} =\left[{\begin{array}{c | c}\mathbf {A} _{11}\ast \mathbf {B} _{11}&\mathbf {A} _{12}\ast \mathbf {B} _{12}\\\hline \mathbf {A} _{21}\ast \mathbf {B} _{21}&\mathbf {A} _{22}\ast \mathbf {B} _{22}\end{array}}\right].

Main properties

Transpose:
$\left(\mathbf {A} [\ast ]\mathbf {B} \right)^{\textsf {T}}={\textbf {A}}^{\textsf {T}}[\bullet ]\mathbf {B} ^{\textsf {T}}$ ^[15]

Applications

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

Artificial Intelligence and Machine learning systems to minimization of convolution and tensor sketch operations,^[18]
A popular Natural Language Processing models, and hypergraph models of similarity,^[22]
Generalized linear array model in statistics^[21]
Two- and multidimensional P-spline approximation of data,^[20]
Studies of genotype x environment interactions.^[23]

Notes

^ Khatri C. G., C. R. Rao (1968). "Solutions to some functional equations and their applications to characterization of probability distributions". Sankhya. 30: 167–180. Archived from the original (PDF) on 2010-10-23. Retrieved 2008-08-21.
^ 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.
^ Zhang X; Yang Z; Cao C. (2002), "Inequalities involving Khatri–Rao products of positive semi-definite matrices", Applied Mathematics E-notes, 2: 117–124
^ Liu, Shuangzhe; Trenkler, Götz (2008). "Hadamard, Khatri-Rao, Kronecker and other matrix products". International Journal of Information and Systems Sciences. 4 (1): 160–177.
^ See e.g. H. D. Macedo and J.N. Oliveira. A linear algebra approach to OLAP. Formal Aspects of Computing, 27(2):283–307, 2015.
^ Lev-Ari, Hanoch (2005-01-01). "Efficient Solution of Linear Matrix Equations with Application to Multistatic Antenna Array Processing" (PDF). Communications in Information & Systems. 05 (1): 123–130. doi:10.4310/CIS.2005.v5.n1.a5. ISSN 1526-7555.
^ ^a ^b Masiero, B.; Nascimento, V. H. (2017-05-01). "Revisiting the Kronecker Array Transform". IEEE Signal Processing Letters. 24 (5): 525–529. Bibcode:2017ISPL...24..525M. doi:10.1109/LSP.2017.2674969. ISSN 1070-9908. S2CID 14166014.
^ Vanderveen, M. C., Ng, B. C., Papadias, C. B., & Paulraj, A. (n.d.). Joint angle and delay estimation (JADE) for signals in multipath environments. Conference Record of The Thirtieth Asilomar Conference on Signals, Systems and Computers. – DOI:10.1109/acssc.1996.599145
^ ^a ^b ^c ^d ^e ^f ^g ^h Slyusar, V. I. (December 27, 1996). "End products in matrices in radar applications" (PDF). Radioelectronics and Communications Systems. 41 (3): 50–53.
^ 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 Slyusar, V. I. (1997-05-20). "Analytical model of the digital antenna array on a basis of face-splitting matrix products" (PDF). Proc. ICATT-97, Kyiv: 108–109.
^ ^a ^b ^c ^d ^e ^f ^g ^h Slyusar, V. I. (1997-09-15). "New operations of matrices product for applications of radars" (PDF). Proc. Direct and Inverse Problems of Electromagnetic and Acoustic Wave Theory (DIPED-97), Lviv.: 73–74.
^ ^a ^b ^c ^d ^e ^f ^g ^h ⁱ ^j Slyusar, V. I. (March 13, 1998). "A Family of Face Products of Matrices and its Properties" (PDF). Cybernetics and Systems Analysis C/C of Kibernetika I Sistemnyi Analiz. 1999. 35 (3): 379–384. doi:10.1007/BF02733426. S2CID 119661450.
^ Slyusar, V. I. (2003). "Generalized face-products of matrices in models of digital antenna arrays with nonidentical channels" (PDF). Radioelectronics and Communications Systems. 46 (10): 9–17.
^ ^a ^b ^c ^d ^e Vadym Slyusar. New Matrix Operations for DSP (Lecture). April 1999. – DOI: 10.13140/RG.2.2.31620.76164/1
^ ^a ^b C. Radhakrishna Rao. Estimation of Heteroscedastic Variances in Linear Models.//Journal of the American Statistical Association, Vol. 65, No. 329 (Mar., 1970), pp. 161–172
^ Kasiviswanathan, Shiva Prasad, et al. «The price of privately releasing contingency tables and the spectra of random matrices with correlated rows.» Proceedings of the forty-second ACM symposium on Theory of computing. 2010.
^ ^a ^b ^c ^d Thomas D. Ahle, Jakob Bæk Tejs Knudsen. Almost Optimal Tensor Sketch. Published 2019. Mathematics, Computer Science, ArXiv
^ Ninh, Pham; Pagh, Rasmus (2013). Fast and scalable polynomial kernels via explicit feature maps. SIGKDD international conference on Knowledge discovery and data mining. Association for Computing Machinery. doi:10.1145/2487575.2487591.
^ ^a ^b Eilers, Paul H.C.; Marx, Brian D. (2003). "Multivariate calibration with temperature interaction using two-dimensional penalized signal regression". Chemometrics and Intelligent Laboratory Systems. 66 (2): 159–174. doi:10.1016/S0169-7439(03)00029-7.
^ ^a ^b ^c Currie, I. D.; Durban, M.; Eilers, P. H. C. (2006). "Generalized linear array models with applications to multidimensional smoothing". Journal of the Royal Statistical Society. 68 (2): 259–280. doi:10.1111/j.1467-9868.2006.00543.x. S2CID 10261944.
^ Bryan Bischof. Higher order co-occurrence tensors for hypergraphs via face-splitting. Published 15 February 2020, Mathematics, Computer Science, ArXiv
^ Johannes W. R. Martini, Jose Crossa, Fernando H. Toledo, Jaime Cuevas. On Hadamard and Kronecker products in covariance structures for genotype x environment interaction.//Plant Genome. 2020;13:e20033. Page 5. [2]

References

Khatri C. G., C. R. Rao (1968). "Solutions to some functional equations and their applications to characterization of probability distributions". Sankhya. 30: 167–180. Archived from the original on 2010-10-23. Retrieved 2008-08-21.
Rao C.R.; Rao M. Bhaskara (1998), Matrix Algebra and Its Applications to Statistics and Econometrics, World Scientific, p. 216
Zhang X; Yang Z; Cao C. (2002), "Inequalities involving Khatri–Rao products of positive semi-definite matrices", Applied Mathematics E-notes, 2: 117–124
Liu Shuangzhe; Trenkler Götz (2008), "Hadamard, Khatri-Rao, Kronecker and other matrix products", International Journal of Information and Systems Sciences, 4: 160–177