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General numerical methods
Constructive algorithm to vectorize P⊗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 ˉL and duplication ˉD matrices for the operation of P⊗P vectorization when P=PT is proposed. The matrix ˉL, 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 ˉD is for the inverse transformation. A software implementation of the procedure to compute the matrices ˉL and ˉD is developed. On the basis of the mentioned results, a new operation vecu(.) is defined for P⊗P in case P=PT and its properties are studied. The difference and advantages of the developed operation in comparison with the known ones vec(.) and vech(.) vecd(.) in case of vectorization of P⊗P when P=PT are demonstrated. Using parameterization of the algebraic Riccati equation as an example, the efficiency of the operation 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.
Received: 20.02.2022 Revised: 20.02.2023 Accepted: 29.05.2023
Citation:
A. I. Glushchenko, K. A. Lastochkin, “Constructive algorithm to vectorize P⊗P product for symmetric matrix P”, Zh. Vychisl. Mat. Mat. Fiz., 63:9 (2023), 1415–1427; Comput. Math. Math. Phys., 63:9 (2023), 1559–1570
Linking options:
https://www.mathnet.ru/eng/zvmmf11610 https://www.mathnet.ru/eng/zvmmf/v63/i9/p1415
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