Array within Align*

Question

LaTeX fresh beginner here. Using TexStudio. In the second row of an equation array (using align*), I am trying to multiply a row vector by a column vector, using the array command. Apparently the array within the align* is causing a problem. The LaTeX won't even compile. Here is my document:

\documentclass[final]{amsart}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{bm}
\newcommand{\E}{\mathbb{E}}
\begin{document}

\section{Introduction} \label{intro}
Using the assumption that $\E(\bm{X}_t u_t)=0$, its sample mean form yields:

\begin{align*}
\frac{1}{n} \sum_{t=1}^{n} \bm{X}_t u_t &= \frac{1}{n}(X_{1i}u_1+X_{2i}u_2+\dotsb+X_{ni}u_n) \\
&= \frac{1}{n}
\left[ 
\begin{array}{cccc}
X_{1i} & X_{2i} & \cdots & x_{ni} 
\end{array} 
\right] 
\left[ 
\begin{array}{c}
u_1 \\ \u_2 \\ \vdots \\ \u_k
\end{array} 
\right] \\
&= \frac{1}{n} \bm{x}_i^T \bm{u} =0 \\
\end{align*}

\end{document}

So I want all of the equals to line up. (Unless it's possible for the last one to make the final "=0" display to the right of everything?) But right now I'm mostly worried about the problems with my code and why it won't even compile.

Thanks for your help.

Answer 1

Well, I don't understand what's incorrect with your code (except perhaps that \\ is used to indicate a new line of alignment, and also a new line in your matrices). Anyway, simplifying you code with the bmatrix environment works fine:

    \documentclass[final]{amsart}
    \usepackage{amsmath}
    \usepackage{amsfonts}
    \usepackage{amssymb}
    \usepackage{bm}
    \newcommand{\E}{\mathbb{E}}
    \begin{document}

    \section{Introduction} \label{intro}
    Using the assumption that $\E(\bm{X}_t u_t)=0$, its sample mean form yields:

    \begin{align*}
    \frac{1}{n} \sum_{t=1}^{n} \bm{X}_t u_t &= \frac{1}{n}(X_{1i}u_1+X_{2i}u_2+\dotsb+X_{ni}u_n) \\
    &= \frac{1}{n}
    \begin{bmatrix}%
    X_{1i} & X_{2i} & \cdots & X_{ni}
    \end{bmatrix}
    \begin{bmatrix}
      u_1 \\u _2\\ \vdots \\ u_n
    \end{bmatrix}
    \\
    &= \frac{1}{n} \bm{x}_i^T \bm{u} =0 \\
    \end{align*}

    \end{document} 

Answer 2

Nothing to do with nesting array you have \u instead if u twice in the second array. Change those to u and it all works.