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annotate scripts/linear-algebra/vech.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents f37ca3017116
children d25bc039237b
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1 ## Copyright (C) 1995, 1996 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## -*- texinfo -*-
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18 ## @deftypefn {Function File} {} vech (@var{x})
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19 ## Return the vector obtained by eliminating all supradiagonal elements of
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20 ## the square matrix @var{x} and stacking the result one column above the
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21 ## other.
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22 ## @end deftypefn
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23
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24 ## See Magnus and Neudecker (1988), Matrix differential calculus with
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25 ## applications in statistics and econometrics.
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27 ## Author KH <Kurt.Hornik@ci.tuwien.ac.at>
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28 ## Created: 8 May 1995
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29 ## Adapted-By: jwe
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30
c3d634d49ce4 [project @ 1996-11-20 00:20:12 by jwe]
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31 function v = vech (x)
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32
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33 if (nargin != 1)
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34 usage ("vech (x)");
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35 endif
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36
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37 if (! is_square (x))
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38 error ("vech: x must be square");
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39 endif
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41 ## This should be quicker than having an inner `for' loop as well.
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42 ## Ideally, vech should be written in C++.
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43 n = rows (x);
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44 v = zeros ((n+1)*n/2, 1);
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45 count = 0;
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46 for j = 1 : n
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47 i = j : n;
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48 v (count + i) = x (i, j);
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49 count = count + n - j;
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50 endfor
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51
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52 endfunction