《million-paper》.pdf

The Hadamard Product Elizabeth Million April 12, 2007 1 Introduction and Basic Results As inexperienced mathematicians we may have once thought that the natural definition for matrix multiplication would be entrywise multiplication, much in the same way that a young child might say, “I writed my name.” The mistake is understandable, but it still makes us cringe. Unlike poor grammar, however, entrywise matrix multiplication has reason to be studied; it has nice properties in matrix analysis and has applications in both statistics (301 [4], 140 [5]) and physics (93, 149 [5]). Here we will only expore the properties of the Hadamard product in matrix analysis. Definition 1.1. Let A and B be m × n matrices with entries in C. The Hadamard product of A and B is defined by [A ◦ B]ij = [A]ij [B]ij for all 1 ≤ i ≤ m, 1 ≤ j ≤ n . As we can see, the Hadamard product is simply entrywise multiplication. Because of this, the Hadamard product inherits the same benefits (and restrictions) of multiplication in C. Note also that both A and B need to be the same size, but not necessarily square. To avoid confusion, juxtaposition of matrices will imply the “usual” matrix multiplication, and we will always use “ ◦” for the Hadamard product. Now we can explore some basics properties of the Hadamard Product. Theorem 1.2. Let A and B be m × n matrices with entries in C. Then A ◦ B = B ◦ A. Proof. The proof follows directly from the fact that multiplication in C is commutative. Let A and B be m × n matrices with entries in C. Then [A ◦ B]ij = [A]ij [B]ij = [B]ij [A]ij = [B ◦ A]ij and therefore A ◦ B = B ◦ A. Theorem 1.3. The identity matrix under the Hadamard product is the m ×n matrix with all entries equal to 1, denoted J . That is,