I have managed to create under braces under my matrix and evened out the spaced using \phantom
.
However, there are very large spaces between the columns, the dots, and the brackets. It would be great to make everything more compact horizontally, but I have no idea how to do so.
Could someone help?
\newcommand*{\vertbar}{\rule[-1ex]{0.5pt}{2.5ex}}
\newcommand\undermat[2]{% http://tex.stackexchange.com/a/102468/5764
\makebox[0pt][l]{$\smash{\underbrace{\phantom{%
\begin{matrix}#2\end{matrix}}}_{\text{$#1$}}}$}#2}
\begin{align}
\mathbf{W}_{BA} &
\begin{pmatrix}
\vertbar & & \vertbar & & \vertbar & & \vertbar \\
\mathbf{x}^B_1 & \dots & \mathbf{x}^B_1 & \dots & \mathbf{x}^B_p & \dots & \mathbf{x}^B_p \\
\undermat{k}{\vertbar & & \phantom{--}\vertbar\phantom{--}} & & \undermat{k}{\vertbar & & {\phantom{--}\vertbar\phantom{--}}}
\end{pmatrix}
= \notag \\\\
& \begin{pmatrix}
\vertbar & & \vertbar & & \vertbar & & \vertbar \\
\mathcal{N}(\mathbf{x}^B_1)_1 & \dots & \mathcal{N}(\mathbf{x}^B_1)_k & \dots & \mathcal{N}(\mathbf{x}^B_p)_1 & \dots & \mathcal{N}(\mathbf{x}^B_p)_k \\
\undermat{k}{\vertbar & & \phantom{---}\vertbar\phantom{---}} & & \undermat{k}{\vertbar & & {\phantom{---}\vertbar\phantom{---}}}
\end{pmatrix}.
\\
\end{align}