view scripts/linear-algebra/vech.m @ 27980:bdad8ca48700

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author Rik <rik@octave.org>
date Tue, 21 Jan 2020 13:06:02 -0800
parents bd51beb6205e
children 7f1cec12c240
line wrap: on
line source

########################################################################
##
## 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.
##
## 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 {} {} 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>
## 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)