khatri.m

剑桥大学用于线性和双线性动力学系统辨识的工具箱

function Y = khatri(A,B)
%KHATRI   Khatri-Rao product.  
%
%   KHATRI(X,Y) is the Khatri-Rao product of X and Y.  The result is a large
%   matrix formed by taking Kronecker tensor products between the respective
%   columns of X and Y. For example, if X and Y have N columns each, then
%   KHATRI(X,Y) is given by
%
%      [ kron(X(:,1),Y(:,1)) kron(X(:,2),Y(:,2)) ... kron(X(:,N),Y(:,N)) ]
%
%   See also KRON.
%
% CUED System Identification Toolbox.
% Cambridge University Engineering Department.
% Copyright (C) 1998-2002. All Rights Reserved.

% Version 1.00, Date: 01/06/2002
% Created by H. Chen and E.C. Kerrigan.

[RowA,ColA] = size(A);
[RowB,ColB] = size(B);

if ColA ~= ColB 
  error('The columns of two input matrices have to be same.')
end	

Y = zeros(RowA*RowB,ColA); % preallocate just enough memory
for i = 1:ColA
  Y(:,i) = kron(A(:,i),B(:,i));
end

% *** last line of khatri.m ***