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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2023, Volume 63, Number 9, Pages 1415–1427
DOI: https://doi.org/10.31857/S0044466923090090
(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.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation МД-1787.2022.4
This research was supported in part by the Grants Council of the President of the Russian Federation, project no. MD-1787.2022.4.
Received: 20.02.2022
Revised: 20.02.2023
Accepted: 29.05.2023
English version:
Computational Mathematics and Mathematical Physics, 2023, Volume 63, Issue 9, Pages 1559–1570
DOI: https://doi.org/10.1134/S0965542523090099
Bibliographic databases:
Document Type: Article
UDC: 519.61
Language: Russian
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
Citation in format AMSBIB
\Bibitem{GluLas23}
\by A.~I.~Glushchenko, K.~A.~Lastochkin
\paper Constructive algorithm to vectorize $P\otimes P$ product for symmetric matrix $P$
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2023
\vol 63
\issue 9
\pages 1415--1427
\mathnet{http://mi.mathnet.ru/zvmmf11610}
\crossref{https://doi.org/10.31857/S0044466923090090}
\elib{https://elibrary.ru/item.asp?id=54313678}
\transl
\jour Comput. Math. Math. Phys.
\yr 2023
\vol 63
\issue 9
\pages 1559--1570
\crossref{https://doi.org/10.1134/S0965542523090099}
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    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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