Mercurial > octave
view scripts/linear-algebra/vech.m @ 33582:de14d508b8f9 default tip @
maint: Merge stable to default.
author | Markus Mützel <markus.muetzel@gmx.de> |
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date | Mon, 13 May 2024 18:40:08 +0200 |
parents | 2e484f9f1f18 |
children |
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######################################################################## ## ## Copyright (C) 1995-2024 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])