Semi-tensor product(STP) or matrix (M-) product of matrices turns the set of matrices with arbitrary dimensions into a monoid $({cal M},ltimes)$. A matrix (M-) addition is defined over subsets of a partition of ${cal M}$, and a matrix (M-) equivalence is proposed. Eventually, some quotient spaces are obtained as vector spaces of matrices. Furthermore, a set of formal polynomials is constructed, which makes the quotient space of $({cal M},ltimes)$, denoted by $(Sigma, ltimes)$, a vector space and a monoid. Similarly, a vector addition (V-addition) and a vector equivalence (V-equivalence) are defined on ${cal V}$, the set of vectors of arbitrary dimensions. Then the quotient space of vectors, $Omega$, is also obtained as a vector space. The action of monoid $({cal M},ltimes)$ on ${cal V}$ (or $(Sigma, ltimes)$ on $Omega$) is defined as a vector (V-) product, which becomes a pseudo-dynamic system, called the cross-dimensional linear system (CDLS). Both the discrete time and the continuous time CDLSs have been investigated. For certain time-invariant case, the solutions (trajectories) are presented. Furthermore, the corresponding cross-dimensional linear control systems are also proposed and the controllability and observability are discussed. Both M-product and V-product are generalizations of the conventional matrix product, that is, when the dimension matching condition required by the conventional matrix product is satisfied they coincide with the conventional matrix product. Both M-addition and V-addition are generalizations of conventional matrix addition. Hence, the dynamics discussed in this paper is a generalization of conventional linear system theory.