view scripts/linear-algebra/vech.m @ 31551:fd29c7a50a78 stable

maint: use commas, semicolons consistently with Octave conventions. * makeValidName.m: Remove %!test and move BIST %!asserts to column 1. * base64decode.m, base64encode.m, which.m, logm.m, uniquetol.m, perms.m: Delete semicolon (';') at end of %!assert BIST. * lin2mu.m, interp2.m, interpn.m, lsqnonneg.m, pqpnonneg.m, uniquetol.m, betainc.m, normalize.m: Add semicolon (';') to end of assert statement within %!test BIST. * __memoize__.m, tar_is_bsd.m, publish.m: Add semicolon (';') to line with keyword "persistent". * stft.m: Use comma (',') after "case" keyword when code immediately follows. * gallery.m: Align commas used in case statements in massive switch block. Remove unnecessary parentheses around a numeric case argument. * ranks.m: Remove semicolon (';') from case statemnt argument.
author Rik <rik@octave.org>
date Sat, 26 Nov 2022 06:32:08 -0800
parents 5d3faba0342e
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 1995-2022 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 {} {@var{v} =} 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.

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])

## Test input validation
%!error <Invalid call> vech ()
%!error <X must be square> vech ([1,2,3;4,5,6])