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Vectorization is used in matrix calculus and its applications in establishing e.g., moments of random vectors and matrices, asymptotics, as well as Jacobian and Hessian matrices. [5] It is also used in local sensitivity and statistical diagnostics. [6]
The formalism of dyadic algebra is an extension of vector algebra to include the dyadic product of vectors. The dyadic product is also associative with the dot and cross products with other vectors, which allows the dot, cross, and dyadic products to be combined to obtain other scalars, vectors, or dyadics.
In mathematics, the Kronecker product, sometimes denoted by ⊗, is an operation on two matrices of arbitrary size resulting in a block matrix.It is a specialization of the tensor product (which is denoted by the same symbol) from vectors to matrices and gives the matrix of the tensor product linear map with respect to a standard choice of basis.
In linear algebra, the outer product of two coordinate vectors is the matrix whose entries are all products of an element in the first vector with an element in the second vector. If the two coordinate vectors have dimensions n and m, then their outer product is an n × m matrix.
The Hadamard product operates on identically shaped matrices and produces a third matrix of the same dimensions. In mathematics, the Hadamard product (also known as the element-wise product, entrywise product [1]: ch. 5 or Schur product [2]) is a binary operation that takes in two matrices of the same dimensions and returns a matrix of the multiplied corresponding elements.
The tensor product of two vector spaces is a vector space that is defined up to an isomorphism.There are several equivalent ways to define it. Most consist of defining explicitly a vector space that is called a tensor product, and, generally, the equivalence proof results almost immediately from the basic properties of the vector spaces that are so defined.
Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms. Fastor [5] R. Poya, A. J. Gil and R. Ortigosa C++ 2016 0.6.4 / 06.2023 Free MIT License: Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. GNU Scientific Library [6] GNU Project C, C++ 1996
One can stack the vectors in order to write a VAR(p) as a stochastic matrix difference equation, with a concise matrix notation: Y = B Z + U {\displaystyle Y=BZ+U\,} Example