Hadamard, Khatri-Rao, Kronecker and Other Matrix Products

Abstract

This paper is dedicated to Heinz Neudecker, with affection and appreciation Abstract. In this paper we present a brief overview on Hadamard, Khatri-Rao, Kronecker and several related non-simple matrix products and their prop-erties. We include practical applications, in different areas, of some of the al-gebraic results. Key Words. Hadamard (or Schur) product, Khatri-Rao product, Tracy-Singh product, Kronecker product, vector cross product, positive definite vari-ance matrix, multi-way model, linear matrix equation, signal processing. 1.