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Commutation matrix : ウィキペディア英語版
Commutation matrix
In mathematics, especially in linear algebra and matrix theory, the commutation matrix is used for transforming the vectorized form of a matrix into the vectorized form of its transpose. Specifically, the commutation matrix K(m,n) is the ''mn × mn'' matrix which, for any ''m × n'' matrix A, transforms vec(A) into vec(AT):
:K(m,n) vec(A) = vec(AT) .
Here vec(A) is the ''mn × 1'' column vector obtain by stacking the columns of A on top of one another:
:vec(A) = (A1,1, ..., Am,1, A1,2, ..., Am,2, ..., A1,n, ..., Am,n )T
where A = ().
The commutation matrix is a special type of permutation matrix, and is therefore orthogonal. Replacing A with AT in the definition of the commutation matrix shows that K(m,n) = (K(n,m))T. Therefore in the special case of m = n the commutation matrix is an involution and symmetric.
The main use of the commutation matrix, and the source of its name, is to commute the Kronecker product: for every ''m × n'' matrix A and every ''r × q'' matrix B,
:K(r,m)(A \otimes B)K(n,q) = B \otimes A.
An explicit form for the commutation matrix is as follows: if er,j denotes the j-th canonical vector of dimension ''r'' (i.e. the vector with 1 in the j-th coordinate and 0 elsewhere) then
:K(r,m) = \sum_^\sum_^er,iem,jT\otimesem,jer,iT.
==Example==
Let ''M'' be a 2x2 square matrix.

\mathbf =
\begin
a & b \\
c & d \\
\end

Then we have

vec(\mathbf) =
\begin
a \\
c \\
b \\
d \\
\end

And K(2,2) is the 4x4 square matrix that will transform vec(M) into vec(MT)

\begin
1 & 0 & 0 & 0 \\
0 & 0 & 1 & 0\\
0 & 1 & 0 & 0 \\
0 & 0 & 0 & 1 \\
\end
\cdot
\begin
a \\
c \\
b \\
d \\
\end
=
\begin
a \\
b \\
c \\
d \\
\end
=
vec(\mathbf^T)


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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