|
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.
Received: 20.02.2022 Revised: 20.02.2023 Accepted: 29.05.2023
Citation:
A. I. Glushchenko, K. A. Lastochkin, “Constructive algorithm to vectorize $P\otimes P$ 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
|
Statistics & downloads: |
Abstract page: | 65 |
|