Mercurial > hg > octave-lyh
view scripts/linear-algebra/vech.m @ 6985:cf2f6090147a
[project @ 2007-10-09 16:37:45 by jwe]
author | jwe |
---|---|
date | Tue, 09 Oct 2007 16:37:45 +0000 |
parents | 34f96dd5441b |
children | 93c65f2a5668 |
line wrap: on
line source
## Copyright (C) 1995, 1996 Kurt Hornik ## ## 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 2, 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, write to the Free ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301, USA. ## -*- 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. ## @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 ## This should be quicker than having an inner `for' loop as well. ## Ideally, vech should be written in C++. n = rows (x); v = zeros ((n+1)*n/2, 1); count = 0; for j = 1 : n i = j : n; v (count + i) = x (i, j); count = count + n - j; endfor endfunction