Kronecker product for large matrices

Question

I am looking for an effficient way of computing the Kronecker product of two large matrices. I have tried using the method kronecker() as follows:

Answer 1

As long as you use Matrix::Diagonal to construct your diagonal matrix, you'll automatically get your test object constructed as a sparse matrix:

library(Matrix)
I=Diagonal(700)
data = replicate(15,rnorm(120))
system.time(test <- kronecker(I,data))
##   user  system elapsed
##  0.600   0.044   0.671 
dim(test)
## [1] 84000 10500
format(object.size(test),"Mb")
## [1] "19.2 Mb"