Mercurial > hg > octave-lyh
view scripts/linear-algebra/vech.m @ 17521:c3a3532e3d98
linsolve.m: Add new function for Matlab compatibility.
* scripts/linear-algebra/linsolve.m: New function.
* scripts/linear-algebra/module.mk: Add linsolve.m to build system.
* NEWS: Announce new function.
author | Nir Krakauer < nkrakauer@ccny.cuny.edu> |
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date | Thu, 26 Sep 2013 08:30:26 -0700 |
parents | f3d52523cde1 |
children |
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## Copyright (C) 1995-2012 Kurt Hornik ## Copyright (C) 2009 VZLU Prague ## ## 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 ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} vech (@var{x}) ## Return the vector obtained by eliminating all supradiagonal 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> ## Created: 8 May 1995 ## 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)