krp function

The Khatri-Rao product of two matrices

The function krp(A,B) returns the Khatri-Rao product of two matrices A and B, of dimensions I x K and J x K respectively. The result is an IJ x K matrix formed by the matching column-wise Kronecker products, i.e. the k-th column of the Khatri-Rao product is defined as kronecker(A[, k], B[, k]).

krp(A, B)

Arguments

• A: Matrix of order I x K.
• B: Matrix of order J x K.

Returns

The IJ x K matrix of columnwise Kronecker products.

Examples

a <- matrix(1:12, 3, 4)
b <- diag(1:4)
krp(a, b)
krp(b, a)

References

Khatri, C. G., and Rao, C. Radhakrishna (1968). Solutions to Some Functional Equations and Their Applications to Characterization of Probability Distributions. Sankhya: Indian J. Statistics, Series A 30, 167-180.

Smilde, A., Bro R. and Gelardi, P. (2004). Multi-way Analysis: Applications in Chemical Sciences, Chichester:Wiley

Author(s)

Valentin Todorov, valentin.todorov@chello.at