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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2023 Volume 63, Number 9, Pages 1415–1427 (Mi zvmmf11610)

General numerical methods

Constructive algorithm to vectorize $P\otimes P$ product for symmetric matrix $P$

A. I. Glushchenko, K. A. Lastochkin

V.A. Trapeznikov Institute of Control Sciences of RAS, 117997, Moscow, Russia

Abstract: A constructive algorithm to compute elimination $\bar L$ and duplication $\bar D $ matrices for the operation of $P\otimes P$ vectorization when $P=P^{\mathrm{T}}$ is proposed. The matrix $\bar L$, obtained according to such algorithm, allows one to form a vector that contains only unique elements of the mentioned Kronecker product. In its turn, the matrix $\bar D$ is for the inverse transformation. A software implementation of the procedure to compute the matrices $\bar L$ and $\bar D$ is developed. On the basis of the mentioned results, a new operation $\mathrm{vecu}(.)$ is defined for $P\otimes P$ in case $P=P^{\mathrm{T}}$ and its properties are studied. The difference and advantages of the developed operation in comparison with the known ones $\mathrm{vec}(.)$ and $\mathrm{vech}(.)$ $\mathrm{vecd}(.)$ in case of vectorization of $P\otimes P$ when $P=P^{\mathrm{T}}$ are demonstrated. Using parameterization of the algebraic Riccati equation as an example, the efficiency of the operation $\mathrm{vecu}(.)$ to reduce overparameterization of the unknown parameter identification problem is shown.

Key words: vectorization, elimination matrix, duplication matrix, Kronecker product, matrix unique elements, dimensionality reduction, overparameterization, Riccati equation.

UDC: 519.61

Received: 20.02.2022
Revised: 20.02.2023
Accepted: 29.05.2023

DOI: 10.31857/S0044466923090090


 English version:
Computational Mathematics and Mathematical Physics, 2023, 63:9, 1559–1570

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© Steklov Math. Inst. of RAS, 2024