"vectorizing" a matrix is to put it in the form of a vector by stacking the columns of X into a single column vector denoted vext(X)
The vectorization of the triple matrix product ABC is equal to
( C^T ⊗ A)vect(B), where ⊗ designate the Kronecker product of matrices.
My claim is to give me either the proof or the reference of this vectorization, because I want to refer to it in a context of work.
Please I wish that the proof is not based on direct calculation of matrices of lower size, that I can do it. Let it general.
Thanks in advance for all who can help .
Best Regards
Dear Hanifa,
are you looking for this? :
Dhrymes P.J. (1978) Vectorization of Matrices and Matrix Functions: Matrix Differentiation. In: Mathematics for Econometrics, pp.98-120. Springer, New York, NY. DOI https://doi.org/10.1007/978-1-4757-1691-7_4
Thank you dear Virra and Peter for help.
Ok I can get the book now, Thanks a lot.
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