view scripts/linear-algebra/vech.m @ 28240:2fb684dc2ec2

axis.m: Implement "fill" option for Matlab compatibility. * axis.m: Document that "fill" is a synonym for "normal". Place "vis3d" option in documentation table for modes which affect aspect ratio. Add strcmpi (opt, "fill") to decode opt and executed the same behavior as "normal".
author Rik <rik@octave.org>
date Fri, 24 Apr 2020 13:16:09 -0700
parents 7f1cec12c240
children d8318c12d903 0a5b15007766
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########################################################################
##
## Copyright (C) 1995-2020 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.
##
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## 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 {} {} 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.

## Author KH <Kurt.Hornik@wu-wien.ac.at>

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)