SIAM R E V I E W 0 1 9 8 9 Society for Industrial and Applied Mathematics

Vol. 31, No. 4, pp. 586-613, December 1989 005

KRONECKER PRODUCTS, UNITARY MATRICES

AND SIGNAL PROCESSING APPLICATIONS*

PHILLIP A. REGALIAt AND SANJIT K. MITRA$

Abstract. Discrete unitary transforms are extensively used in many signal processing appli-
cations, and in the developmefit of fast algorithms Kronecker products have proved quite useful.
In this semitutorial paper, we briefly review properties of Kronecker products and direct sums of
matrices, which provide a compact notation in treating patterned matrices. A generalized matrix
product, which inherits some useful algebraic properties from the standard Kronecker product and
allows a large class of discrete unitary transforms to be generated from a single recursion formula,
is then introduced. The notation is intimately related to sparse matrix factorizations, and exa.mples
are included illustrating the utility of the new notation in signal processing applications. Finally,
some novel characteristics of Hadamard transforms and polyadic permutations are derived in the
framework of Kronecker products.

Key words. Kronecker products, unitary matrices, fast transform algorithms, filter banks

A M S ( M 0 S ) subject classifications. 15A23, 15A24, 94A99

1. Introduction. The development of a fast Fourier transform algorithm by

Cooley and Tukey [I] made a significant impact on the field of digital signal processing.
Motivated by their success, many researchers have since developed fast transform
implementations corresponding to a wide variety of discrete unitary transforms [2]-
[lo], and at present fast algorithms are known for a variety of unitary transforms such
as Hadamard, Haar, Slant, Discrete Cosine, and Hartley transforms, etc.
Each unitary transform family has its own characteristic properties depending on
its basis functions, which in some sense match a transform to an application. For ex-
ample, the discrete Fourier transform is well suited to frequency domain analysis and
filtering [ll],t he Discrete Cosine transform to data compression [12], the Slant trans-
form to image coding [13], the Hadamard and Haar transforms to dyadic-invariant
signal processing [7],[14], [15], and these and others to generalized spectral analy-
sis. Such widespread applications have rendered the research into the structure and
properties of discrete unitary transforms a legitimate study of its own.
The suitability of a unitary transform in a given application depends not only on
its basis functions, but also on the existence of an efficient computational algorithm.
To this end, it becomes helpful to better understand the "structure" of various unitary
matrices, and the connection of such matrix structures with fast transform realizations.
For example, fast transform algorithms are typically developed by recognizing various
patterns of the elements of a discrete unitary transform matrix. The existence of such
patterns implies some redundancy among the matrix elements which can be exploited
in developing sparse matrix factorizations. The product of sparse matrices can result

*Received by the editors April 18, 1988; accepted for publication (in revised form) June 15,
1989. This work was supported by the National Science Foundation under grant DCI 85-08017.
tD6partement Electronique et Communications, Institut National des T616communications, 9,
rue Charles Fourier, 91011 Evry Cedex, France. This work was performed while the author was
visiting the Center for Information Processing Research, Department of Electrical and Computer
Engineering, University of California, Santa Barbara, California 93106.
$Center for Information Processing Research, Department of Electrical and Computer Engi-
neering, University of California, Santa Barbara, California 93106.
 GENERALIZED KRONECKER PRODUCT 587

in a much simplified computational algorithm compared to the direct implementation

of a matrix equation.
The utility of Kronecker products as a compact notation for representing matrix
patterns has been recognized by various researchers [16]-[23]. Andrews and Kane
[16] have shown how Kronecker product representations lead to efficient computer
implementations of numerous discrete unitary transforms and have indicated how
Kronecker products can be defined in terms of matrix factorizations. The application
of such results to generalized spectral analysis is outlined in [17]. Fino and Algazi [18]
have shown that a wide class of discrete unitary transforms can be generated using
recursion formulas of generalized Kronecker products with matrix permutations (i.e.,
element reordering). The authors have shown that many fast transform flowgraphs
may be obtained as structural interpretations of their matrix notation. Likewise,
Vlasenko and Rao [19] have illustrated the Kronecker product decomposition of various
unitary transforms, and its utility in developing fast transform algorithms. The use of
Kronecker products arises in a variety of other mathematical applications as well. A
survey of Kronecker products with respect to vec-permutation operations can be found
in [20], [21], and related statistical applications can be found in [22], [23]. A review of
Kronecker product applications in linear system theory, with related extensions, has
been presented in [24].
This paper focuses on a newly proposed generalization of the Kronecker product
[25], and outlines its utility with some examples from the field of signal processing.
The paper is reasonably selfcontained so as to be accessible to a general audience,
and as such semitutorial backgound material is included at appropriate places, in
addition to various new results. The organization is as follows. Section 2 begins by
reviewing briefly some properties of Kronecker products and direct sums of matrices,
which together provide a compact notation in treating patterned matrices. Section 3
then introduces a new matrix product which inherits some useful algebraic properties
from the standard Kronecker product and allows a large class of discrete unitary
transforms to be developed from a single recursion formula. Closed-form expressions
are derived for sparse matrix factorizations in terms of this generalized matrix product.
When applied to discrete unitary transform matrices, fast transform algorithms can
be developed directly upon recognizing patterns in the matrices, without resorting to
tedious matrix factorization steps. Some examples illustrating the utility of the new
notation, both from the perspective of systematic sparse matrix factorizations and
certain signal processing applications, are included in 84.
Section 5 derives some apparently novel properties of Hadamard transformations
and polyadic permutations in the context of Kronecker products. In particular, we
show the invariance of Hadamard matrices under a bit-permuted ordering similarity
transformation, and establish a simple result of the Kronecker decomposability of any
polyadic permutation matrix. It is hoped that these results may have some benefits
in polyadic-invariant signal processing applications.
2. Notation. In this paper, vectors appear as bold lowercase letters, while ma-
trices appear as bold capital letters. For convenience, row and column indices of
vectors and matrices are numbered starting from zero rather than 1. We denote by I
the identity matrix, by R the relevant unitary matrix of each section, and by P the
relevant permutation matrix of each section. A subscript on I or R will denote its
dimension (e.g., IN for the ( N x N ) identity matrix), a subscript on P will denote
the type of permutation matrix used (such a subscript will always consist of lowercase
letters), while in all other cases a subscript is used strictly for indexing purposes.
588 PHILLIP A. REGALIA AND SANJIT K . MITRA

The elements of vectors and matrices may be analytic functions of the complex
variable z, which can be denoted as, e.g., H ( z ) . Each element of H ( z ) may be inter-
preted as the z-transform of an appropriate time series [ll].The tilde notation [e.g.,
~ ( z ) denotes
] the para-conjugate transpose operation. That is, given an analytic
matrix H(z), we have
H(Z) [H*(l/z*)]t,
where "*" denotes complex conjugation. If H ( z ) is evaluated along the unit circle
z = ejw, the tilde operator returns the conjugate transpose of H(ejw). In particular, for
any constant matrix the tilde operator reduces to the conjugate transpose operation.
To familiarize the reader with the notation used throughout this paper, the re-
mainder of this section reviews the properties of Kronecker products and direct sums
of matrices in a tutorial fashion.
2.1. Kronecker product of matrices. Given two matrices, A (m x n ) and B
(k x l ) , the Kronecker product (or direct product) is defined as the (mk x nl) matrix

Abl0 Abll ..
(2.1) AXB=l

where b,,, is the (r, s)-th element of B. This definition is in fact a left Kronecker
product [23], to which we adhere in this paper. Note in general that A 8 B #
B 8 A. Rather, A 8 B = P ( B 8 A ) Q , where P and Q are termed "vec-permutation"
matrices [20], [21]. The following properties of Kronecker products are summarized
for convenience of the reader. Proofs can be found in Bellman [26] or Graybill [23].
Property 2.1.

(2.2) ( A 8B ) 8C = A 8 ( B 8C).

Thus, the expression A 8 B 8 C is unambiguous.

Property 2.2. Given matrices C ( n x q) and D (1 x s ) , then

(2.3) ( A 8 B )( C 8D ) = (AC) 8 (BD).

One useful identity which follows from Property 2.2 is

(2.4) A 8 D = (AI,) 8 (I1D) = ( A 8 Il)(In 8 D ) .

Note that the matrix I, 8 D is sparse, and that the matrix A 8 I1 is block diagonal.
Property 2.3.

This property generalizes in a straightforward manner to the conjugate transpose and

para-conjugate transpose operations.
Property 2.4. If A is ( m x m ) and B is (k x k), then

(2.6) det(A 8 B ) = (det A)k(det B)m.

 GENERALIZED KRONECKER PRODUCT

Property 2.5. If A and B are orthogonal, then A €3 B is orthogonal.

This is easily seen with the aid of the above properties:

Property 2.5 holds true if "orthogonal" is replaced with "unitary" or "para-unitary."

In a similar manner, it can be shown that ( A @ B)-l = A - l @ B-1, which shows that
if A and B each have full rank, then A @ B has full rank. More generally, if A has
rank r l and B has rank 7-2, then A @ B has rank r l r 2
2.2. Direct sum of matrices. Given N matrices, Ai, i = 0 , 1 , . . . , N - 1 (not
necessarily of the same dimension), their direct sum is defined [23] as the block diagonal
matrix

The matrix of (2.8) can be expressed in the compact notation [20]

The following algebra for direct sums is easily verified.

Property 2.6.
(9

where it is assumed that all matrix multiplications are defined.

(ii)

(iii) If each Ai is a square matrix, then

det ( $ Ai ] = n det Ai.

(iv) If A O and A1 are orthogonal, then A O@ A1 is orthogonal.

In expressions containing both Kronecker products and direct sums, the Kro-
necker product operation takes precedence.
3. A generalized Kronecker product. In this section we propose a general-
ized matrix product, as developed in [25], which inherits some useful algebraic proper-
ties from the standard Kronecker product of matrices. This generalized matrix prod-
uct allows a wide family of unitary matrices to be developed from a single recursion
590 PHILLIP A. REGALIA AND S A N J I T K . M I T R A

formula. Closed form expressions relating this matrix product to sparse matrix factor-
izations are obtained, which is particularly useful in factorizing "patterned" matrices.
Many unitary matrices, for example, are patterned matrices, for which the sparse rna-
trix factorization equivalent of this matrix product directly yields fast transform algo-
rithms, without resorting to tedious matrix factorization steps. Section 4 illustrates
some applications of the new notation, from developing fast transform algorithms to
developing equivalent filter bank representations. We begin by defining a generalized
Kronecker product.
DEFINITION 3 .1. Given a set of N ( m x r ) matrices Ai, i = 0 , 1 , . . . , N-1, denoted
by {A)N, and a ( N x 1) matrix B, we define the ( m N x rl) matrix ({A)N 8 B ) as1

where bi denotes the ith row vector of B. If each matrix Ai is identical, then (3.1)
reduces to the usual Kronecker product of matrices.
EXAMPLE 3.1. Let

The definition of (3.1) yields

which is recognized as a (4 x 4) DFT matrix with the rows arranged in bit-reversed

order.
In the definition of (3.13) and Example 3.1 we have assumed, of course, that
the number of matrices in the set {A)N matches the number of rows in the matrix
B. At a more abstract level, however, we may drop the subscript N , and the set
{A) may be considered an infinite, though periodic, sequence of matrices, which thus
admits a finite representation corresponding to one period. Likewise, B need not be
a single matrix, but may also be a periodic sequence of (k x 1) matrices (and hence
a periodic sequence of row vectors). The matrix product {A) 8 {B) is obtained as
the Kronecker product of each matrix in {A) with each row vector in {B), and is
easily verified to yield a periodic sequence of (mk x r l ) matrices, which thus admits a
finite representation in one period. To affix notation, a set of matrices will always be
indicated using the bracket notation (e.g., {A)), whereas if the set consists of a single
matrix, the brackets will be omitted. A subscript on the right bracket, if present, will

Although the bracket notation used here is similar t o that proposed by Fino and Algazi [18] in
their generalized Kronecker product, their definition is distinct from that proposed here.
 GENERALIZED KRONECKER PRODUCT 591

indicate the number of matrices in the set (or equivalently the period of the infinite
sequence of matrices). We illustrate with the following example.
EXAMPLE 3.2. Let

Then

Note that each matrix in the resulting set has dimensions (4 x 4).
By comparing Examples 3.1 and 3.2, we observe that this matrix product can
result in a single matrix only if the rightmost multiplicand is a single matrix. The
following algebraic properties of this generalized Kronecker product are summarized
and proved.
Property 3.1.

Proof. Let each matrix in {A) have dimension ( m l x n l ) , each matrix in {B)
have dimension (ma x na), and each matrix in { C ) have dimension (m3 x n 3 ) Then
for ({A) @ {B)) @ {C), we find the Ith row vector is

where all is the 11th row vector of { A ) ,b l , is the lath row vector of {B), cl, is the
13th row vector of { C ) , and the li can be verified to satisfy

where 1.1 denotes the integer part of the argument. In a similar fashion, we find the
lth row vector of {A) @ ({B) @ {C)) is given by
592 P H I L L I P A. R E G A L I A A N D S A N J I T K. M I T R A

In view of Property 2.1, the row vectors of (3.7) and (3.9) are the same, which estab-
lishes the proof.
DEFINITION 3 .2. Let {A)N be a sequence of (m x n) matrices and E be a single
( n x r ) matrix. Then

where each matrix in the sequence is (m x r). This leads to the next property.
Property 3.2.

Proof. Using Definition 3.2 we obtain

(3.12)
AoE@boF (Ao @ bo)(E @ F )
(A1 @ b l ) ( E @ F )

AN-1 E $N-1 F AN-1 E 8 b ~ - 1F (AN-1 @ b ~ - i ) ( E@ F)

Property 3.2 may be understood as a generalization of Property 2.2.

The next two identities are useful in developing sparse matrix factorizations.
Identity 3.1.

The proof is easily established by noting that both sides of (3.13) yield a block-diagonal
matrix containing the matrices Ai.
Identity 3.2. Let p sets of matrices be denoted by k = 0,1, , p - 1,2
where each matrix is (m x n), and the kth set has Nk = mk matrices. Consider the
matrix R formed as

Note that, by construction, the last matrix A(0) is a single matrix, as is R. The matrix
R admits the sparse matrix factorization

The superscript ( k ) indicates that the matrix A!~)belongs t o the kth set.
 GENERALIZED KRONECKER PRODUCT 593

Proof. For convenience, we show the identity for m = n = 2, p = 3, as the identity

can be established for other dimensions by following essentially the same pattern of
steps. Let R = {A(2))4@ {A(l))p @ A(O) be written explicitly as

where for convenience we have set {D) = {A(2))48 {A(l)I2. Using Property 3.2 we
have

Now, to solve for {D) @ 1 2 , note from Identitv 3.1 that

where we have also used Properties 3.2 and 2.6. By combining (3.17) and (3.18), we
obtain the sparse matrix factorization

which agrees with (3.15) for m = 2 = n and p = 3.

From the expression of (3.15), we have the following properties.
Property 3.3. If each matrix AIk) is (para-)unitary, then R is (para-)unitary.
This result follows from (3.15) by noting that the Kronecker product, direct sum,
or matrix product of (para-)unitary matrices is a (para-)unitary matrix.
Property 3.4. If m = n, such that each matrix A,(", i = O,... ,mk - 1, k =
0,. . . , p - 1, is square, then

(3.20) det R = n n ( d e t A!k))mk

This relation can be developed from the expression of (3.15) by successive application
of the algebra of determinants.
4. Examples. In this section we provide some examples illustrating the utility
of the notation proposed in the previous section. We consider first the representa-
tion of fast transform algorithms corresponding to a wide family of unitary transform
594 PHILLIP A. REGALIA AND S A N J I T K . MITRA

matrices. This exposition allows us to present some relations between the proposed
generalized Kronecker product and multidimensional raster scan mappings of data.
The section closes by presenting certain applications of the proposed Kronecker prod-
uct notation in the context of single rate and multirate filter bank systems. We begin
with the following example:
Example 4.1. Find a fast transform algorithm for an (8 x 8) complex BIFORE
[27] matrix.
Solution. Let Rg denote the (8 x 8) complex BIFORE matrix, which is given by

Observe that (4.1) can be partitioned as

which is, in terms of our present notation,

Note that the (4 x 4) matrix in (4.2b) is a 4-point complex BIFORE transform. De-
noting this matrix by R4 and continuing the process, we obtain
 GENERALIZED KRONECKER PRODUCT 595

Thus, by combining (4.2b) and (4.3) and invoking Identity 3.2, we obtain the sparse
matrix factorization

A flowgraph of (4.4) appears as Fig. 4.1, which agrees with known fast transform
implementations [3].
From (4.2b) and (4.3) we observe that a recursion formula for the family of com-
plex BIFORE matrices is easily expressed in the present notation. In particular, we
have

where N is a power of two, and {B)N12 has N/2 matrices in the set, with the ith
matrix (counting from i = 0 to N/2 - 1) given by

[: -;I
Bi =

I [: ]
, i = 1;

, otherwise.

D F T matrices may also be expressed using (4.5), provided the rows are permuted
into bit-reversed order (which, in a practical implementation, requires the output
samples to be sorted if they are desired in normal order). In this case the ith matrix
of { B ) N / ~is given by

where WN = e-j2"lN1 and <i>> is the decimal number obtained from a bit reversal of
a log, (N/2)-bit binary representation of i [4, p. 157].3 The matrix sets in Example 3.2

Since this notation is perhaps unfamiliar, we point out t h a t for any power-of-two N, wZiB
produces t h e sequence (1, - j , ,
., w,:/~-~}.
e - ~ "e-j3*I4,.
/ ~ ,
596 PHILLIP A. REGALIA A N D S A N J I T K. MITRA

are recognized as {B)4 and {B)2, for example. Although (4.7) corresponds to radix-
2 F F T algorithms, a similar recursion can be developed for any prime radix. For
example, to obtain a radix-3 F F T recursion, in (4.5) N/2 can be replaced everywhere
with N/3, and the i-th matrix in { B ) N / ~can be defined as

where now <i>> is the decimal number obtained from a trit reversal of a log3(N/3)-
trit ternary representation of i, and so on. Nonprime radices can be split into prime
factors, each of which may be treated in a manner analogous to that above.
Modified Walsh Hadamard Transform (MWHT) [4] matrices may also be ex-
pressed with the recursion of (4.5). In this case the ith matrix of { B ) N / ~is given
by

( 4 1 2 , otherwise.
We point out that the Haar transform may be derived from the MHWT through zonal
bit-reversed ordering permutations of the input and output data [4], [18].
Finally, Hadamard matrices are known to satisfy the recursion [4], [5], [7]

which may be understood as a special case of (4.5) in which each Bi is identical.

With the recursion of (4.5), the matrix RN in all cases defined above satisfies

so that R N / is ~unitary. And, by appealing to Identity 3.2, fast transform algo-

rithms in all cases are immediately available.
 GENERALIZED KRONECKER PRODUCT 597

4.1. Relation to multidimensional raster scans. A useful conceptual in-

terpretation of Kronecker products can be understood in terms of multidimensional
raster scan mappings of data. Let us illustrate the connection by returning briefly
to Example 4.1, where we developed the flowgraph of Fig. 4.1 by direct inspection
of the matrix (4.1). Referring to Fig. 4.1, suppose the index of each input sample
is represented in binary format, i.e., the indices range from 000,001, . . . ,111. The
"address" implied by each index can be associated with the vertex of a cube in three-
dimensional space. For example, the binary representation of 5 is 101, so that the
input sample in(5) in Fig. 4.1 can be placed at the vector location (x, y, z) = (1,0,1)
in three-dimensional space. The first set of butterfly operations (reading Fig. 4.1 from
the left) are seen to operate pairwise between points whose addresses differ only in
the x component. (For example, the sample in(1) is located at address 001, while the
sample in(5) is located at address 101; the y and z components of the address agree,
the x component is different). The results of the first stage of butterfly computations
can overwrite the storage locations at the vertices of the cube. The second stage of
the computations is seen to operate pairwise between points whose addresses differ in
the y component, and the last stage is seen to operate between points whose addresses
differ in the z component. We have thus given a n alternate geometric interpretation
of the computations shown in Fig. 4.1.
We should point out that a similar type of geometric interpretation can always
be developed for the sparse matrix factorization of Identity 3.2. The product in
(3.15) can be understood as applying a set of transformations to data with a p di-
mensional rectangular support, with the data point assigned an address of the form
(addo,. . . , addp-1). The matrix A(O) operates along the add0 direction, the matrices
in the set {A (l)} operate along the add1 direction, with potentially m distinct trans-
formations (corresponding to the m matrices in the set), and so forth. By construction
of Identity 3.2, the transformations along the addo direction are all the same (namely
A(O)); progressively more degrees of freedom are obtained until the last application
along direction add,-1, where mp-l distinct transformations can be applied. A gener-
alization, from the multidimensional raster mapping point of view, would be to allow
different transformations along all directions. For example, the restriction that the
transformations along the add0 direction all be the same could be lifted; the matrix
A(0) could be effectively replaced by a set of matrices. A similar extension can obvi-
ously be applied to the other directions as well. If unitary transformations are applied
at each stage the overall transformation can be verified to be unitary, either by using
intuitive arguments based on the norm-preservation property of unitary matrices, or
by formal arguments based on closure properties of unitary matrices under various
matrix products.
This further extension, based on geometric raster scan interpretations, retains all
the attractive features of fast implementations, such as in-place computations, reduced
computational load compared to a full matrix-vector multiply, access to intermedi-
ate products, etc. The corresponding Kronecker product formalism can, with liberal
enough interpretation, be shown to be very much in the spirit of the work of Fino and
Algazi [18]. The multidimensional raster scan interpretations, however, leave one very
important question unanswered: under what conditions can a full matrix be factored
into a multidimensional raster scan (or generalized Kronecker product) representa-
tion, and how do we proceed systematically with such factorizations? The important
contribution of $3 is to present one such systematic method of developing sparse ma-
trix factorizations, using a modest extension of existing Kronecker product formalism.
The generalized product as developed here retains some useful algebraic properties
598 PHILLIP A. REGALIA AND SANJIT K. MITRA

of standard Kronecker products, and the factorizations obtained from Identity 3.2 all
lend themselves to multidimensional raster scan implementations.
4.2. F i l t e r b a n k applications. We consider first a simple D F T filter bank
obtained as

where RN is an ( N x N ) D F T matrix, and a(z) is a "delay" vector obtained as

The word "delay" is used for a ( z ) , as the term z-I denotes the backward delay
operator [ll]. Thus if a time series {u(k)) is applied to a ( z ) , its output becomes
[u(n) u(n-1) . .. u(n-N+l)]t, where n is the time index of the most recent sample
from the series.
The utility of this filter bank in signal processing stems from a modest signal
decorrelation property obtained at the filter bank outputs. According to (4.12) and
(4.13), we obtain

which can be written for z = ejw as

N-1
(4.14) CIHi(ejw)I2=1, forallw.
i=o

The filters H k ( z ) are seen to be magnitude square complementary along the unit
circle in the z-plane, and in particular if the gain of one of the filters approaches unity
for some value of w, the gain of the other filters must approach zero. The relation
(4.14) is thus seen to constrain the degree of spectral overlap between the filters in
the vector h(z); to the extent that this spectral overlap is small, the output signals
from the separate filters will be approximately uncorrelated with one another. This
decorrelation property can be exploited in adaptive filtering [28]-[30] and in transform
coding applications [12], for example.
The choice of RN as a DFT matrix in (4.12) is for convenience, since this choice
also allows the output samples obtained from the filter bank to be intepreted as a
short-time Fourier transform of a sliding window of the input samples. The elements
H k ( z ) , k = 0,1, . . . , N-1, of h(z) are shown in this case to satisfy

Thus, the system can be understood as a bank of bandpass filters, where the frequency
response of each band is a frequency shifted version of that of the adjacent band; the
system offers a modest degree of decorrelation between the respective output signals.
 GENERALIZED KRONECKER PRODUCT 599

Let us choose N = 8 and derive two different realizations. First, express4

where we have used the recursion formula of (4.5) and have appealed directly to
Identity 3.2. A flowgraph representation of the filter bank appears as Fig. 4.2(a).
To obtain an alternate realization, observe that the delay vector can be factored
as

F I G . 4.2(a). Simple DFT filter bank.

4This is actually an 8-pt D F T matrix with its rows arranged in bit-reversed order.
600 PHILLIP A. REGALIA A N D SANJIT K. MITRA

As such, the filter bank can be expressed as

where we have used Property 3.2. By using Identity 3.2 with m = 2, n = 1, and p = 3,
we obtain

The corresponding signal flowgraph appears as Fig. 4.2(b). Although more delay
elements are required, the computational requirements have been reduced to that
of a pruned F F T [31], [32] algorithm. For transforms of larger dimension, this can
represent a substantial savings in computational complexity. For example, with larger
N (taken to be a power of two), a direct implementation of (4.12) as in Fig. 4.2(a)
would require
Number of delays = N - 1

Number of butterflies = (N/2) log2 N ,

whereas the equivalent realization as in Fig. 4.2(b) would require

Number of delays = (N/2) log2 N

Number of butterflies = N - 1,

where each butterfly operation may require one complex multiplication. In effect, we
have traded computational complexity for storage requirements.
We consider finally the application of the Kronecker product notation in the con-
text of multirate filter banks [34], which are a common element in subband coding
systems [12]. The practical motivation behind signal coding in transmission/reception
systems is the need to obtain high signal quality at the receiver using a modest bit
transmission rate. Roughly speaking, this is achieved by extracting any redundancy
 GENERALIZED KRONECKER PRODUCT 601

from the signal and compressing this redundancy into a finite set of parameters, the
transmission of which is often more efficient than a direct transmission of the signal
itself. One common example of such a data compression technique is the linear pre-
diction of time series [33]; the set of finite parameters in this case corresponds to the
coefficients of a linear prediction error filter. Other data compression strategies can
be found in [12].

F I G . 4.2(b). Equivalent D F T filter bank.

In many practical applications the coding of a wideband signal may offer less
than satisfactory performance. This is particularly true of speech signals, since the
statistical and perceptual characteristics of human speech and hearing vary markedly
from one frequency region to another. By first separating a signal into its various
subband components, the signal coding operations can be specifically tailored to the
separate subband signals. This technique is known as subband coding, and its suc-

- *; *
cessful application results in improved perceptual qualities of the received signal [12].

X(z)
++ HO(z)
------------
Go@) .

-4 G1(z)
I
. :
,
I
coding and :
transmission I
..
I I I .

F I G . 4.3. N - b a n d m a x i m a l l y decimated multirate s y s t e m s .

The practical implementation of subband coding requires the use of multirate

signal processing systems; the connection is explained briefly here. The basic N -
channel maximally decimated multirate filter bank system is shown in Fig. 4.3. The
first component is the analysis filter bank, whose function is to split the input signal
into its separate subband components, each of which is processed by a separate coding
602 PHILLIP A . REGALIA A N D SANJIT K. MITRA

stage. It should be noted that the analysis filter bank computes N output samples
for each input sample; this increased data rate would appear to obscure any possible
reduction in bit rate afforded by the coding stage. To circumvent this problem, the
output sequences from the analysis bank filters are each subsampled by a factor of
N , as indicated by the "down arrow" boxes. This subsampling operation consists of
retaining only every N t h sample, and is commonly known as a "decimation" operation
[34]. The coding stage operates at a lower sampling rate, which accounts for the label
"multirate." At the receiver end, the (decoded) signals are upsampled by a factor of
N (using the "up arrow" box), and then filtered into a composite output signal z ( z ) .
The upsampling operation consists of inserting N-1 zero-valued samples between
each decoded sample. The filters in the synthesis bank effectively interpolate the
signal value between the nonzero samples.
In the absence of any coding errors (i.e., using perfect transmission quality), the
multirate system of Fig. 4.3 may be interpreted in terms of classical sampling theorems
[35]; we see that the input sequence {x(n))is split into N subsampled sequences by
the analysis filter bank, and it is the job of the synthesis filter bank to reconstruct as
closely as possible the original input signal. In the following development we address
a specific aspect of this reconstructability problem.
The sampling rate changers between the analysis and synthesis filter banks intro-
duce aliasing distortion into each subband (to be clarified shortly), and in the absence
of coding errors, the output signal z ( z ) may be written as [36]

where again WN = e - j 2 ~ l N E. ach term ~ ( z w i ' ) I, r f 0, may be interpreted as the

z-transform of a signal whose spectrum relates to that of the input signal by a rotation
of 2 n l l N radians in the complex z-plane. These components are called aliased versions
of the input signal, and their presence in the output signal constitutes alias distortion,
which is considered an objectionable by-product of the multirate operations.
By writing (4.19) in matrix form, it is clear that aliasing distortion is absent from
the output signal z ( z ) for all possible inputs X ( z ) , if and only if the following set of
relations holds:

in the form

where el is the unit vector with a "1" in the first position, and T ( z ) / N is the overall
transfer function in the absence of any aliasing distortion. The matrix H ( z ) is termed
the aliasing component (AC) matrix corresponding to h(z) [36]. Note that H ( z )
is ( N x N ) , where N is the decimation factor. For a given analysis vector h(z),
(4.20) provides the formula for the synthesis bank vector g(z) to provide alias-free
reconstruction of the maximally decimated subband signals, provided the inverse of
 GENERALIZED KRONECKER PRODUCT 603

the AC matrix can be found. One instance in which this is always possible is when
the AC matrix is para-unitary (371:
(4.21) H(Z) H(z) = I for all 2.
In this case a synthesis filter bank can be obtained as

Note that if h(z) is a stable transfer vector (stability here implying that the poles of
its scalar transfer function entries lie strictly inside the unit circle in the 2-plane), g(z)
in (4.22) is in general unstable, since the term ~ ( z =) [H*(l/z*)]twill introduce poles
outside the unit circle. In practice this is not limiting, since T(z) can be chosen as
an all-pass function.5 The zeros of the all-pass function T(z) are chosen to cancel the
unstable poles of the synthesis bank; this has the effect of reflecting the unstable poles
back inside the unit circle in the z-plane. The resulting filter bank retains the aliasing
cancellation properties, and provides an overall transfer function which is all-pass.

FIG. 4.4. Tree structure cascade of maximally decinated filter banks.

We investigate here the tree-structured cascade of maximally decimated filter

bank stages, to see how the AC matrix of the overall filter bank relates to those of the
individual sections in the tree. To this end, consider the tree structure of maximally
decimated filter banks as per Fig. 4.4. For simplicity in the subsequent notation, we
have shown a system where the first stage of the tree is a two-channel filter bank,
each channel of which is split into N/2 channels, where for now N is assumed to be a
power of 2. These restrictions are not crucial to our development, but serve to fix the
notation in what follows.
Now, using multirate identities [34], the decimators in Fig. 4.4 can all be moved
to the output of the overall filter bank, while replacing z by 2 2 in the second stage
of the tree, which leads to the conceptually equivalent filter bank of Fig. 4.5. The
transfer vector obtained prior to the decimators is found as

Next, we introduce the AC matrices corresponding to each stage. For example, we

can interpret

51n filter theory, a n all-pass function is defined as a function which satifies IT(ejw)l = 1 for all
real w ; one sees that no frequencies are attenuated by such a filter. If z = zo is a pole location of the
filter, then z = l / z i is necessarily a zero location.
604 PHILLIP A. REGALIA AND SANJIT K. MITRA

as the ( 2 x 2 ) AC matrix obtained if the transfer vector [ F o ( z )F1(z)lt were to stand

alone in a maximally decimated system, with a decimation factor of 2. Likewise, we
can let A ( z ) denote the ( N / 2 x N / 2 ) AC matrix corresponding to a ( z ) if it were to
stand alone, with a decimation factor of N / 2 :

Our aim is to find the ( N x N ) AC matrix H ( z ) corresponding to the transfer vector

h ( z ) in terms of the above two AC matrices. For notational convenience, let us define
the permuted AC matrices

where Pb is the bit-reversed ordering permutation matrix of appropriate dimension,

i.e., ( N x N ) in (4.26a), and ( N / 2 x N / 2 ) in (4.2613). The following can then be shown

F I G . 4.5. Equivalent system to Fig. 4.4 with all decimators moved to the filter bank output.

Property 4.1. Let h ( z ) be Kronecker decomposable as per (4.23). The AC matrix

H 1 ( z ) may be Kronecker decomposed as

where the zth matrix B i ( z ) in the set { B ) N / i~s

(4.28'1

This relation thus shows the structure of the overall AC matrix in terms of the AC
matrices of each section of the tree. In the remainder of this section, we examine
conditions of para-unitariness of the various AC matrices.
Suppose first that the ( 2 x 2 ) matrix F ( z ) is para-unitary. Noting that each
matrix B i ( z ) in (4.28) is just a "frequency shifted" version of F ( z ) , it follows that if
one matrix in the set is para-unitary, so are the others. Now, let (4.27) be rewritten
as
 GENERALIZED KRONECKER PRODUCT

where we have used Property 3.2 and Identity 3.1. From the assumption that each
matrix in the set { B ) N / ~is para-unitary, it follows that

is para-unitary. Hence, (4.29) then reveals

H'(z) H' (z) = [ I 2 @ i 1 ( z 2 ) ][12 @ Af(z2)]

(4.30) =12 @ [if
(z2)~'(z2)],

which shows that H1(z) is para-unitary if and only if A f ( z ) is para-unitary. The

physical interpretation is that if [Fo(z) Fl(z)]t has a para-unitary AC matrix, then
the augmented filter bank of Fig. 4.4 yields a para-unitary AC matrix if and only if
the added section has a para-unitary AC matrix. In a similar fashion, it can be shown
that if the added section a ( z ) has a para-unitary AC matrix, the overall filter bank
has a para-unitary AC matrix if and only if the preceding stage has a para-unitary AC
matrix. Thus, we have shown directly that if the AC matrix corresponding to each
stage of a tree-structured filter bank is para-unitary, the AC matrix corresponding to
the overall filter bank is also para-unitary, owing to the Kronecker decomposability of
the overall AC matrix.
5. Kronecker decompositions a n d H a d a m a r d transformations. In this
section, we derive some results concerning Hadamard matrices and polyadic permu-
tation matrices. Namely, we show that the family of Hadamard matrices remain
invariant under any bit-permuted ordering similarity transformation (to be clarified
subsequently), and that any polyadic permutation matrix admits a Kronecker product
decomposition into circulant permutation matrices.
The family of Hadamard matrices can be generated recursively according to

where R2 is the (2 x 2) Hadamard matrix:

In practice, the dimension N of RN in (5.1) is restricted to be a power of 2.

We begin by reviewing some relations between Kronecker product representations
and certain vector and matrix permutations. A general theory connecting Kronecker
products and vec-permutations is well known [20]; we restrict ourselves here to Kro-
necker products between matrices of equal dimensions, and derive the following results
in a simple fashion using a novel approach of index vectors.
 GENERALIZED KRONECKER PRODUCT 607

If the order of appearance of terms in the Kronecker product is reversed to form xnew,
i.e.,

(5.7) Xnew = Xn-1 8 . .. 8 XI 8 XO,

then the elements of xnewcan be obtained from those of x from a kit-reversed ordering
permutation. (By kit we imply a base k numbering system [15].) Note that rearranging
the terms in a less trivial fashion would result in a kit-permuted ordering of x.
The same argument applies to a row vector by using transposition arguments:

Hence

(5.9)
t
Xnew @ g X f~ ~ 6 ,
and again the elements of xiewrelate to those of xt through a kit-revered ordering
permutation. Putting row and column arguments together, a matrix generalization
follows. Thus, let C be the Kronecker product of (k x 1) matrices:

and let Cnew be defined by

(5.11) Cnew = Cn-1 8 . . . @ C1 8 C o .

The matrix Cnewcan be obtained from C by permuting the rows into kit-reversed
order, and then permuting the columns into lit-reversed order. Mathematically, we
have

(5.12) Cnew = PI,C Pf.,

where PI, is the kit-reversed ordering permutation matrix and PI is the lit-reversed
ordering permutation matrix, both assumed to be of appropriate dimensions. (Observe
that a kit-reversed ordering permutation mapping is its own inverse, so that Pk =
Pi = P;'). The generalization to kit-permuted (or lit-permuted) orderings follows
in a straightforward fashion.
From the above observations, we obtain the following property.
Property 5.1. The Hadamard family of matrices are invariant under any bit-
permuted ordering similarity transformation.
Proof. The Hadamard family of matrices may be Kronecker decomposed as

where R2 is the (2 x 2) Hadamard matrix. It is clear that the order of terms in

the Kronecker product of (5.13) may be rearranged arbitrarily without affecting the
overall matrix, since each term is identical. Hence if Pbp denotes any bit-permuted
ordering permutation matrix, R satisfies

Since Pf, = PG', (5.14) shows the desired property.

608 PHILLIP A. REGALIA A N D SANJIT K. MITRA

Property 5.2. Let the vectors x and y form a Hadamard transform pair, and let
Pbpdenote any bit-permuted ordering permutation matrix. Then P b p x and P b p y also
form a Hadamard transform pair.
Proof. We are given

(5.15) y = Rx.

Since (5.14) can be rearranged as R = P; R Pbp,s ubstitution into (5.15) gives

This in turn implies

P b p =
~ RPbpx,
showing the desired result. This property may be interpreted as a scrambling prop-
erty, in that by scrambling a given vector x in a bit-permuted fashion, its Hadamard
transform is scrambled in an identical fashion.
Having established the first aim of this section, we show next that any polyadic
permutation matrix can be decomposed systematically into the Kronecker product of
circulant permutation matrices. The proof is established first for dyadic permutation
matrices, owing to simplicity of the steps, and then generalized to polyadic permuta-
tion matrices. First, let us review a dyadic shift [4], [7], [15]. A vector z is said to be
dyadically shifted from x by 1 places if the elements of the two vectors satisfy

where (i) is the binary representation of the decimal number i, and "XOR" denotes
the bitwise exclusive OR operation. The concept of a dyadic shift is very important
in the study of Hadamard transforms, as it plays the analogous role of a circular shift
to a Discrete Fourier Transform. For example, the power spectrum of a Hadamard
transform is invariant to a dyadic shift of the input data. Likewise, dyadic convolution
and dyadic correlation results for the Hadamard transform parallel those of circular
convolution and circular correlation for the DFT.
Since any permutation matrix can be characterized by a reordering of indices, we
consider the (2" x 1) index vector expressed as

Let the dyadic shift index 1 be such that (1) has the mth bit as a 1 (counting the least
significant bit as the zeroth bit), and all others as zero. It is clear that for any (i),
(i)XOR(l) is obtained by inverting the mth bit. Hence a dyadic shift of 1 places would
result in the new index vector

where
 GENERALIZED KRONECKER PRODUCT 609

Since the above reasoning applies for any bit, we find for any shift index 1, 0 5 1 <
2n- 1, expanded in binary format as

the dyadically shifted index vector takes the form

where bm is the mth bit of the binary representation of 1 as per (5.20). Observe that
p,bm= PCof (5.19) if bm = 1, and p,bm= I if bm = 0. By rearranging (5.20) we obtain

whence Pd is recognized as the dyadic permutation matrix corresponding to a dyadic

shift of 1 places, which shows the desired Kronecker product decomposability.
The extension to base k number systems (so-called k-adic shifts [15]) now follows
with only modest effort; we outline the development as follows. Let (i) denote a base
k (k-ary) representation of an integer:

(5.22) (i) = bn-1 + . 61 bo, where i = x

n-1

m=O
bmkm,

with 0 5 bm 5 k-1 for all m. From this we form the index vector
(5.23) i = [(0) (1) . .. (N-l)]t,

with N = kn. This index vector admits the Kronecker product factorizittian

where, as before, the subscript in each vector denotes the corresponding kit position,
and the product of terms implied in (5.24) is to be taken notationally.
Now, given two vectors z and x, the elements of the two are said to be related
through a polyadic shift of 1 places (with respect to a base k) if the elements of the
two vectors satisfy

where (i) denotes the base-k representation of the integer i, and now "XOR" denotes
the kit-wise modulo-k addition operation. Consider a k-adic shift of 1 places applied
to the index vector of (5.24), with 1 expanded in a base-k decomposition as
610 PHILLIP A . REGALIA A N D SANJIT K . MITRA

Analogous to the reasoning leading to (5.20), the k-adically shifted index vector in,,
takes the form

where PCis the (k x k) elementary circular shift permutation matrix:

with 0 the (k-1 x 1) vector of zeros. By rearranging (5.27), we obtain

whence pb ,O 8 pcbl8 . @ P>-I is recognized as the k-adic permutation matrix cor-

responding to a shift of 1 places. We then have the following property.
Property 5.3. A (kn x k") permutation matrix is a k-adic permutation matrix if
and only if it may be decomposed into a Kronecker product involving only powers of
the (k x k) matrix PCof (5.28). The exponent of each factor may be obtained from a
base-k representation of the polyadic shift index.
The Kronecker product structure of a polyadic permutation matrix is intimately
related to supercirculant matrices. For example, it is known that the eigenvectors
of such matrices are Kronecker product decomposable [15]. Similarly, Zalcstein [38]
uses a Kronecker product of circulant permutation matrices to rotate a supercirculant
matrix into a circulant matrix. However, the definition of a polyadic permutation
matrix as per Property 5.3 is, to our knowledge, novel.
We close this section by examining some consequences of Property 5.3. We show
first a simple proof of the power spectral invariance property of Hadamard transforms
with respect to a dyadic shift in the input vector. Let x be a (2" x 1) vector, and let
y and z be obtained, respectively, as the Hadamard transforms of x and a dyadically
shifted version of x:
y=Rx
z =RPdx
where Pd denotes a dyadic permutation matrix. Since R-1 = R/2", we can solve for
z in terms of y as

where, owing to the Kronecker decomposability of both R and Pd,we have

 GENERALIZED KRONECKER PRODUCT 611

Since p,bmis either P$ = 1 2 or PCof (5.19)) each term in (5.30) is a diagonal matrix
of elements f1:

The overall Kroecker product of (5.30) is thus also a diagonal matrix of elements f1.
This implies for the i t h element of y and z that
(5.31) ?~,2= Z?z 3

which shows the power spectral invariance of the Hadamard transformation under a
dyadic shift.
Finally, we exploit a sparse matrix factorization of a polyadic permutation matrix,
with application to a programmable polyadic shift structure. Such structures are
useful, for example, in linear polyadic invariant systems [14], [15]. Although dyadic
(base-2) shifts can be implemented most efficiently via direct manipulation of the
binary representations intrinsic to a base-2 computer, polyadic shifts corresponding to
other bases are not always so systematically implemented. For illustration purposes,
we consider a (9 x 9) triadic permutation matrix P, which can always be generated
according to
(5.32) ,O 8 P:' ,
P = pb
where

and the shift index 1 is given by

(5.33) 1 = bo + bl . 3.
By applying Identity 3.2 to (5.32), we obtain

Note that the index m serves only as a counter in the direct summation above. A sketch
of (5.34) appears as Fig. 5.1, and allows a programmable triadic shift by adjusting the
powers of PCat each stage, in direct correspondence with the ternary representation
of the triadic shift index 1 as per (5.33). The technique can be extended to polyadic
permutation matrices of larger dimensions in a straightforward fashion.

F I G . 5.1. Programmable triadic shift realization. T h e triadic shift index i s adjustable by

changing the exponent of the rotator i n each stage.
612 PHILLIP A. REGALIA AND SANJIT K. MITRA

6. Concluding remarks. The Kronecker product notation provides a useful

formalism to treat patterned matrices and is intimately connected with efficient com-
putation algorithms of unitary transformations. In this spirit, a generalized matrix
product was proposed in $3 that inherits some useful algebraic properties from the
standard Kronecker product. The notation allows a wide family of unitary matrices
to be generated using simple variations of a single recursion formula. Closed-form ex-
pressions were presented for sparse matrix factorizations in terms of this generalized
matrix product, which is useful in developing fast transform algorithms. Section 4
presented an example demonstrating the development of a sparse matrix factorization
for a complex BIFORE matrix. Additional applications of the new notation were also
shown for single rate and multirate filter banks, as used in signal processing appli-
cations. Finally, 55 showed a simple result of the invariance of Hadamard matrices
under a bit-permuted ordering similarity transformation, which allowed us to derive
a simple scrambling property of the Hadamard transform. Also, it was shown that
polyadic permutation matrices can be defined systematically as the Kronecker product
of circulant permutation matrices.
7. Acknowledgments. The authors would like to thank the anonymous review-
ers for their constructive criticisms.

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