What is this matrix operator?

[derksheng]

Hi,


A fuller view can be found here:

(i) What is this operator?
(ii) What does this operator mean if Sp is a 5x5 matrix and (Z'Z)-1 is a 3x3 matrix?


Thanks a lot.

[Mean Joe]

Never seen that before, but maybe it's a different notation for the tensor product? The tensor product is usually a multiplication X inscribed inside a circle though.
If it is the tensor product, towards the middle of the page it gets into the tensor product (aka Kronecker product) of two matrices.

[derksheng]

Yeah I even posted it on physicsforums and nobody seems to know. Must be the Kronecker product.

Thanks for your help.

[Dason]

My guess was Kronecker product. It's very useful when writing out covariance matrices since a lot of times you have a lot of repeated submatrices and Kronecker allows you to write stuff like that rather simply.