annotate scripts/linear-algebra/duplication_matrix.m @ 20266:83792dd9bcc1

Use in-place operators in m-files where possible. * scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m, scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m, scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m, scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m, scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m, scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m, scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m, scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m, scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m, scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m, scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m, scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m, scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m, scripts/plot/util/__actual_axis_position__.m, scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m, scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m, scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m, scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m, scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m, scripts/polynomial/residue.m, scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m, scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m, scripts/signal/hanning.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/signal/stft.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m, scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m, scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m, scripts/statistics/models/logistic_regression.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m, scripts/time/datevec.m: Use in-place operators in m-files where possible.
author Rik <rik@octave.org>
date Tue, 26 May 2015 21:07:42 -0700
parents 03b9d17a2d95
children
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1 ## Copyright (C) 1995-2015 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} duplication_matrix (@var{n})
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21 ## Return the duplication matrix
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22 ## @tex
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23 ## $D_n$
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24 ## @end tex
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25 ## @ifnottex
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26 ## @nospell{@math{Dn}}
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27 ## @end ifnottex
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28 ## which is the unique
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29 ## @tex
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30 ## $n^2 \times n(n+1)/2$
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31 ## @end tex
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32 ## @ifnottex
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33 ## @math{n^2} by @math{n*(n+1)/2}
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34 ## @end ifnottex
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35 ## matrix such that
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36 ## @tex
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37 ## $D_n * {\rm vech} (A) = {\rm vec} (A)$
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38 ## @end tex
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39 ## @ifnottex
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40 ## @nospell{@math{Dn vech (A) = vec (A)}}
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41 ## @end ifnottex
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42 ## for all symmetric
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43 ## @tex
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44 ## $n \times n$
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45 ## @end tex
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46 ## @ifnottex
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47 ## @math{n} by @math{n}
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48 ## @end ifnottex
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49 ## matrices
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50 ## @tex
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51 ## $A$.
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52 ## @end tex
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53 ## @ifnottex
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54 ## @math{A}.
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55 ## @end ifnottex
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56 ##
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57 ## See @nospell{Magnus and Neudecker} (1988), @cite{Matrix Differential
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58 ## Calculus with Applications in Statistics and Econometrics.}
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59 ## @end deftypefn
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60
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61 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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62 ## Created: 8 May 1995
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63 ## Adapged-By: jwe
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64
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65 function d = duplication_matrix (n)
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66
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67 if (nargin != 1)
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68 print_usage ();
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69 endif
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70
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71 if (! (isscalar (n) && n > 0 && n == fix (n)))
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72 error ("duplication_matrix: N must be a positive integer");
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73 endif
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74
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75 d = zeros (n * n, n * (n + 1) / 2);
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76
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77 ## It is clearly possible to make this a LOT faster!
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78 count = 0;
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79 for j = 1 : n
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80 d((j - 1) * n + j, count + j) = 1;
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81 for i = (j + 1) : n
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82 d((j - 1) * n + i, count + i) = 1;
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83 d((i - 1) * n + j, count + i) = 1;
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84 endfor
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85 count += n - j;
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86 endfor
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87
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88 endfunction
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89
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90
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91 %!test
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92 %! N = 2;
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93 %! A = rand (N);
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94 %! B = A * A';
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95 %! C = A + A';
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96 %! D = duplication_matrix (N);
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97 %! assert (D * vech (B), vec (B), 1e-6);
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98 %! assert (D * vech (C), vec (C), 1e-6);
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99
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100 %!test
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101 %! N = 3;
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102 %! A = rand (N);
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103 %! B = A * A';
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104 %! C = A + A';
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105 %! D = duplication_matrix (N);
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106 %! assert (D * vech (B), vec (B), 1e-6);
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107 %! assert (D * vech (C), vec (C), 1e-6);
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108
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109 %!test
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110 %! N = 4;
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111 %! A = rand (N);
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112 %! B = A * A';
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113 %! C = A + A';
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114 %! D = duplication_matrix (N);
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115 %! assert (D * vech (B), vec (B), 1e-6);
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116 %! assert (D * vech (C), vec (C), 1e-6);
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117
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118 %!error duplication_matrix ()
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119 %!error duplication_matrix (0.5)
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120 %!error duplication_matrix (-1)
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121 %!error duplication_matrix (ones (1,4))
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122