Matrix Multiplication without Size Restrictions: An Approach to the Kronecker Product for Applications in Statistics

Santos C and Dias C

Published on: 2022-07-25

Abstract

The absence of size restrictions for the matrices involved in the Kronecker product allows to obtain a composite matrix of the elements of any pair of matrices. The wide range of fast, elegant, and practical algorithms provided by the Kronecker product has encouraged the use of this operation in scientific computing in several areas, including Statistics. Taking as a starting point several works in Statistics that approach the Kronecker product, we considered it pertinent to gather the most used properties of the Kronecker product and associated results, and their proofs, which may be useful for works in the area of Statistics but also in several other areas.