Kronecker Product

see also:

• Hessian
• Fisher Information

Given two matrices (A) of size (m \times n) and (B) of size (p \times q), the Kronecker product (A \otimes B) is a block matrix of size ((mp) \times (nq)), constructed as follows:

$$A\otimes B=\left(\begin{array}{ccc}{a}_{11}B& \cdots & a_{1n}B\\ ⋮& \ddots & ⋮\\ a_{m1}B& \cdots & a_{mn}B\end{array}\right)$$

Each element (a_{ij}) of matrix (A) is multiplied by the entire matrix (B), leading to a larger matrix where the original structures of (A) and (B) are preserved and intertwined.