ศัพท์ทางคณิตศาสตร์
Introduction
My statistician colleague, J.E. Chac´on, asked me how to decide if a real given matrix A has a square
root for the Kronecker product (i.e., if there exists a B such that A = B ⊗ B) and, in the positive
case, how to compute it. His questions were motivated by the fact that, provided that a certain real
positive definite symmetric matrix has a Kronecker square root, explicit asymptotic expressions for
certain estimator errors could be obtained. See [1], for a discussion of the importance of multivariate
kernel density derivative estimation.
This note is written mostly due to the lack of a suitable reference for the existence of square
roots for the Kronecker product, and it is organized as follows: first of all, I study the problem of the
factorization of a matrix into a Kronecker product of two matrices, by giving a necessary and sufficient
condition under which this happens (Theorem 3). As a preparation for the main result, I introduce
the block vec matrix (Definition 1). Now, the block vec matrix and Theorem 3 solve our problem in
a constructive way.
1. Kronecker product factorization