Note that in the second component u is by itself a vector, with length N, so y has length N+1 and F has size N(N+1). In 3D for example y has length 4, I has size 3×3 and F has size 4×3, so the explicit forms are: y = ( u 1 u 2 u 3 0 ) ; F = ( u 1 2 + w u 1 u 2 u 1 u 3 u 2 u 1 u 2 2 + w u 2 u 3 u 3 u 1 u 3 u 2 u 3 2 + w u 1 u 2 u 3 ) .