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+## Copyright (C) 1995, 1996  Kurt Hornik
+## 
+## This program 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 2, or (at your option)
+## any later version.
+## 
+## This program 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 this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage: duplication_matrix (n)
+## 
+## Returns the duplication matrix D_n which is the unique n^2 by
+## n*(n+1)/2 matrix such that D_n * vech (A) = vec (A) for all
+## symmetric n by n matrices A.
+## 
+## See Magnus and Neudecker (1988), Matrix differential calculus with
+## applications in statistics and econometrics.
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Created: 8 May 1995
+## Adapged-By: jwe
+
+function d = duplication_matrix (n)
+
+  if (nargin != 1)
+    usage ("duplication_matrix (n)");
+  endif
+
+  if (! (is_scalar (n) && n == round (n) && n > 0))
+    error ("duplication_matrix: n must be a positive integer");
+  endif
+
+  d = zeros (n * n, n * (n + 1) / 2);
+
+  ## It is clearly possible to make this a LOT faster!
+  count = 0;
+  for j = 1 : n
+    d ((j - 1) * n + j, count + j) = 1;
+    for i = (j + 1) : n
+      d ((j - 1) * n + i, count + i) = 1;
+      d ((i - 1) * n + j, count + i) = 1;
+    endfor
+    count = count + n - j;
+  endfor
+
+endfunction