In a previous post I discussed the general problem of multiplying block matrices (i.e., matrices partitioned into multiple submatrices). I then discussed block diagonal matrices (i.e., block matrices in which the off-diagonal submatrices are zero) and in a multipart series of posts showed that we can uniquely and maximally partition any square matrix into block diagonal form. (See part 1, part 2, part 3, part 4, and part 5.) With this as background I now discuss the general problem of multiplying two block diagonal matrices. In particular I want to prove the following claim:
If and
are
by
square matrices identically partitioned into block diagonal form:
then their product is also a block diagonal matrix, identically partitioned to
and
:
with .
Proof: Let and
be
by
square matrices identically partitioned into block diagonal form with
row and column partitions. In our framework
identically partitioned
means that the partitions of
and
can be described by a partition vector
of length
, with both
and
containing
rows and columns.
From the previous discussion on multiplying block matrices we know that the by
matrix product
can be described as a block matrix with
row partitions and
column partitions:
with submatrices computed as follows:
Note that since contains
rows and
columns, and
contains
rows and
columns,
contains
rows and
columns.
We can rewrite the above expression for as follows:
For both sums we have for all terms in the sums, and since
is in block diagonal form we have
for all terms in the sums, so that
Since is also in block diagonal form, if
we have
and
Since if
,
is also in block diagonal form.
We then have or in our shorthand notation
so that
Note that if and
are in maximal block diagonal form with only one partition then
and
so that this reduces to
.
On the other hand, if and
are in maximal block diagonal form with
partitions, such that
then and
so that
In my next post I discuss inverting block diagonal matrices.
Elegant proof!