view scripts/linear-algebra/vech.m @ 31122:46e15523ca06

perms.m: Small cleanups for Octave coding conventions (bug #60364) * perms.m: Wrap long lines in documentation to < 80 characters. Change output in documentation example to match what Octave actually produces. Use true/false for boolean variable "unique_v" rather than 0/1. Cuddle parentheses when doing indexing and use a space when calling a function. Add FIXME notes requesting an explanation of the apparently complicated algorithm being used for permutations and unque permutations. Remove period at end of error() message text per Octave conventions. Change BIST input validation to more precisely check error() message.
author Rik <rik@octave.org>
date Tue, 05 Jul 2022 08:57:15 -0700
parents 5d3faba0342e
children
line wrap: on
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########################################################################
##
## Copyright (C) 1995-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn {} {@var{v} =} vech (@var{x})
## Return the vector obtained by eliminating all superdiagonal elements of
## the square matrix @var{x} and stacking the result one column above the
## other.
##
## This has uses in matrix calculus where the underlying matrix is symmetric
## and it would be pointless to keep values above the main diagonal.
## @seealso{vec}
## @end deftypefn

## See Magnus and Neudecker (1988), Matrix differential calculus with
## applications in statistics and econometrics.

function v = vech (x)

  if (nargin < 1)
    print_usage ();
  endif

  if (! issquare (x))
    error ("vech: X must be square");
  endif

  n = rows (x);
  slices = cellslices (x(:), (1:n) + n*(0:n-1), n*(1:n));
  v = vertcat (slices{:});

endfunction


%!assert (vech ([1, 2, 3; 4, 5, 6; 7, 8, 9]), [1; 4; 7; 5; 8; 9])

## Test input validation
%!error <Invalid call> vech ()
%!error <X must be square> vech ([1,2,3;4,5,6])