documentclass{article}
usepackage{amsmath}
usepackage{tikz}

%usepgfplotslibrary{external} %use with --shell-escape
%tikzexternalize[prefix=Tikzplots/]
%pgfplotsset{compat=newest}

makeatletter               %vdots without extra space on top
DeclareRobustCommand{rvdots}{%
    vbox{
        baselineskip4p@lineskiplimitz@
        kern-p@
        hbox{.}hbox{.}hbox{.}
}}
makeatother


newcommandtikzmark[1]{%       %nodes in matrix for lines
    tikz[overlay,remember picture,baseline] node [anchor=base] (#1) {};}

newcommandMyLine[3][]{%       %draw lines between the nodes^
    begin{tikzpicture}[overlay,remember picture]
    draw[#1] (#2.north west) -- (#3.east);
    end{tikzpicture}}



begin{document}

[
begin{bmatrix}
Y[1]\
phantom{0}\
rvdots\
rvdots\
phantom{0}\
Y[k]
end{bmatrix}
=
begin{bmatrix}
phantom{0}tikzmark{a} & phantom{0}& phantom{0}& phantom{0}&phantom{0}& phantom{0} \
\
\
\
\
& & & & & tikzmark{b}phantom{0}
end{bmatrix}
cdot
begin{bmatrix}
X[1]\
phantom{0}\
rvdots\
rvdots\
phantom{0}\
X[k]
end{bmatrix}
]



[
begin{bmatrix}
Y[1]\
phantom{0}\
rvdots\
rvdots\
phantom{0}\
Y[k]
end{bmatrix}
=
begin{bmatrix}
phantom{0}tikzmark{c} & phantom{0} &phantom{0}tikzmark{e} &phantom{0} & phantom{0}tikzmark{g}& phantom{0}\
& & & & &tikzmark{h}phantom{0}\
phantom{0}tikzmark{i}& & & & &\
& & & & & tikzmark{f}phantom{0} \
phantom{0}tikzmark{k}& & & & &\
&tikzmark{l}phantom{0} & &tikzmark{j}phantom{0} & & tikzmark{d}phantom{0}\
end{bmatrix}
cdot
begin{bmatrix}
X[1]\
phantom{0}\
rvdots\
rvdots\
phantom{0}\
X[k]
end{bmatrix}
]
MyLine[thick]{a}{b}
MyLine[red,thick]{c}{d}
MyLine[thick]{e}{f}
MyLine[thick]{g}{h}
MyLine[thick]{i}{j}
MyLine[thick]{k}{l}
end{document}