view scripts/linear-algebra/vech.m @ 18479:85d31344fb23 stable rc-3-8-1-2

3.8.1 release candidate 2 * configure.ac (OCTAVE_VERSION): Bump to 3.8.1-rc2. (OCTAVE_MINOR_VERSION): Bump to 1-rc2. (OCTAVE_RELEASE_DATE): Set to 2014-02-14.
author John W. Eaton <jwe@octave.org>
date Mon, 17 Feb 2014 02:20:39 -0500
parents d63878346099
children 9e3c35d934ab
line wrap: on
line source

## Copyright (C) 1995-2013 Kurt Hornik
## Copyright (C) 2009 VZLU Prague
##
## 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
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} vech (@var{x})
## Return the vector obtained by eliminating all supradiagonal 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.

## Author KH <Kurt.Hornik@wu-wien.ac.at>
## Created: 8 May 1995
## Adapted-By: jwe

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])

%!error vech ()
%!error vech (1, 2)