APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE

A.15. Kronecker Product

One defines the Kronecker product of C with D (denoted by C ⊗ D) by multiplying every entry of C by matrix D and then creating a matrix out of these block matrices. In notations, the Kronecker product is defined as C⊗D=(c_(cijD). In SAS, the operator @ does this job. For example, the Kronecker product matrix KRON_CD is obtained by writing

kron_cd = c @ d;

With

and

the Kronecker product C ⊗ D (in SAS notation C@D) is equal to