Kronecker Product Eigenvalues - Quant Trader Interview Question
Difficulty: Hard
Category: Linear Algebra & Machine Learning
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Topics: linear-algebra, eigenvalues, kronecker-product, matrix-analysis
Problem Description
You are building a model to analyze the interaction effects between two assets, A and B. You represent the linear transformations of these assets using matrices. Matrix A (representing asset A) has eigenvalues $λ_i$ , and matrix B (representing asset B) has eigenvalues $μ_j$ . You want to understand the spectral properties of the combined transformation, which is represented by the Kronecker product $A ⊗ B$ . What are the eigenvalues of $A ⊗ B$ ?
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