Hello, let

A_i=\begin{bmatrix}
a_i & b_i \\
c_i & d_i
\end{bmatrix}

where i=1,...,5

Is there a way to obtain

C=A_1\otimes A_2\otimes...\otimes A_5,

That is the Kronecker product of matrices? Cheers.

Hello, let

A_i=\begin{bmatrix}
a_i & b_i \\
c_i & d_i
\end{bmatrix}

where i=1,...,5

Is there a way to obtain

C=A_1\otimes A_2\otimes...\otimes A_5,

That is the Kronecker product of matrices? Cheers.

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No. It may be worth to implement it in Stan (Eigen has a module for it) but it has a large memory footprint even for a matrix of moderate size. Often writing out the product explicitly is not necessary when it’s used as a *represention* of operations. That being said, in your case it’s probably sufficient to roll a naive implementation in UDF.

2 Likes

You can find code for Kronecker product in Stan language in Section 4.9.5. of State Space Models in Stan by @jrnold

1 Like