krprod function

Khatri-Rao Product

Calculates the Khatri-Rao product (i.e., columnwise Kronecker product) between two matrices with the same number of columns.

krprod(X, Y)

Arguments

• X: Matrix of order n-by-p.
• Y: Matrix of order m-by-p.

Details

Given X (n-by-p) and Y (m-by-p), the Khatri-Rao product Z = krprod(X,Y) is defined as

which is the mn-by-p matrix containing Kronecker products of corresponding columns of X and Y.

Returns

The mn-by-p matrix of columnwise Kronecker products.

Author(s)

Nathaniel E. Helwig helwig@umn.edu

Note

X and Y must have the same number of columns.

Examples

##########   EXAMPLE 1   ##########
X <- matrix(1,4,2)
Y <- matrix(1:4,2,2)
krprod(X,Y)

##########   EXAMPLE 2   ##########
X <- matrix(1:2,4,2)
Y <- matrix(1:4,2,2)
krprod(X,Y)

##########   EXAMPLE 3   ##########
X <- matrix(1:2,4,2,byrow=TRUE)
Y <- matrix(1:4,2,2)
krprod(X,Y)