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While formulating a certain algorithm, I have to describe the following operation between vectors.

Given $x, y \in \mathbb{R^d}$, the function $f(\cdot, \cdot): \mathbb{R^d} \times \mathbb{R^d} \to \mathbb{R^{d^2}}$ is defined as

$$f(x,y) = [x_1 y_1, x_1 y_2, \cdots, x_1 y_d, x_2 y_1, x_2 y_2, \cdots, x_d y_d]$$

As you can see this function is fairly similar to Cartesian product from set theory, which makes me think this might be a well-known operation with an specific name. Am I right?

I am aware that this operation can be achieved by allying matrix multiplication between a column-vector and a row-vector (i.e. $x^Ty$), but my operation needs to be generalizable to have more than two input vectors, e.g. $f(\cdot, \cdot, \cdot): \mathbb{R^d} \times \mathbb{R^d}\times\mathbb{R^d} \to \mathbb{R^{d^3}}$.

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    $\begingroup$ Lookup outer product or tensor product. $\endgroup$ – Matthew Gunn Feb 6 '17 at 1:00
  • $\begingroup$ @Lope I notice there are two terms at the end of the bracket $x_d$, $y_d$. Do you really mean to include those? In that case, it's not quite the standard outer/kronecker product suggested. $\endgroup$ – horaceT Feb 7 '17 at 1:08
  • $\begingroup$ Those are not two terms, is the single term $x_d\cdot y_d$. $\endgroup$ – Daniel López Mar 30 '17 at 12:27
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Your direction question:

  • In the two-dimensional case, you're looking for the outer product. The Euclidean inner product is $x^T y$ while the outer product is $xy^T$. The outer product generates a matrix.

  • In the general case, you're asking for a tensor product.

  • What you're asking for is also the Kronecker product of the vectors. (See Rodrigo de Azevedo's answer.)

Some programming comments:

  • Be aware of row major or column major, that is, how to handle multi-dimensional arrays.
  • This is standard linear algebra, and I would recommend using linear algebra libraries if you're doing any medium to heavy lifting or if performance matters. Don't reinvent the wheel. Some discussion is here.
    • BLAS/LAPACK are standard, stable, and fast. But calling BLAS/LAPACK functions is a pain.
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  • $\begingroup$ Related? It is the Kronecker product. $\endgroup$ – Rodrigo de Azevedo Feb 7 '17 at 0:47
  • $\begingroup$ @RodrigodeAzevedo Point taken. The qualifier "related" shouldn't have been there. $\endgroup$ – Matthew Gunn Feb 7 '17 at 1:18
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Let $\mathrm x, \mathrm y \in \mathbb R^d$. The Kronecker product of these two $d$-dimensional column vectors is the following $d^2$-dimensional column vector

$$\mathrm x \otimes \mathrm y = \begin{bmatrix} x_1 \mathrm y\\ x_2 \mathrm y\\ \vdots\\ x_d \mathrm y\\\end{bmatrix} = \begin{bmatrix} x_1 y_1\\ x_1 y_2\\ \vdots\\ x_1 y_d\\ x_2 y_1\\ x_2 y_2\\ \vdots\\ x_2 y_d\\ \vdots\\ x_d y_1\\ x_d y_2\\ \vdots\\ x_d y_d\end{bmatrix}$$

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