Fast and Efficient Kronecker Multiplication

Computes a matrix-vector product with a repeated Kronecker product matrix.

Computing the matrix-vector product

y = (Q1 kron Q2 kron ... kron Qm) * x

can be done without ever forming the big matrix of Kronecker products. This m-file implements an algorithm for this task from page 394 of Fernandes, et al. 1998, JACM 45(3): 381--414 (doi:10.1145/278298.278303). The implementation works where X is a matrix too.

Don't be scared off by the for-loops, this code works well with the Matlab JIT compiler and works for vectors with over 50 million entries.