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maint: Merge stable to default.
author John W. Eaton <jwe@octave.org>
date Wed, 22 Feb 2017 12:58:07 -0500
parents ef4d915df748 3ac9f9ecfae5
children 194eb4bd202b
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1 ## Copyright (C) 1995-2017 Kurt Hornik
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2 ## Copyright (C) 2009 VZLU Prague
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or
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9 ## (at your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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14 ## GNU General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {} {} vech (@var{x})
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22 ## Return the vector obtained by eliminating all superdiagonal elements of
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23 ## the square matrix @var{x} and stacking the result one column above the
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24 ## other.
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25 ##
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26 ## This has uses in matrix calculus where the underlying matrix is symmetric
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27 ## and it would be pointless to keep values above the main diagonal.
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28 ## @seealso{vec}
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29 ## @end deftypefn
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30
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31 ## See Magnus and Neudecker (1988), Matrix differential calculus with
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32 ## applications in statistics and econometrics.
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33
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34 ## Author KH <Kurt.Hornik@wu-wien.ac.at>
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35 ## Created: 8 May 1995
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36 ## Adapted-By: jwe
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37
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38 function v = vech (x)
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39
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40 if (nargin != 1)
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41 print_usage ();
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42 endif
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43
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44 if (! issquare (x))
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45 error ("vech: X must be square");
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46 endif
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47
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48 n = rows (x);
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49 slices = cellslices (x(:), (1:n) + n*(0:n-1), n*(1:n));
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50 v = vertcat (slices{:});
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52 endfunction
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53
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55 %!assert (vech ([1, 2, 3; 4, 5, 6; 7, 8, 9]), [1; 4; 7; 5; 8; 9])
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56
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57 %!error vech ()
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58 %!error vech (1, 2)