annotate scripts/linear-algebra/commutation_matrix.m @ 12297:175127b734a4 release-3-4-x

ChangeLog fixes
author John W. Eaton <jwe@octave.org>
date Sun, 30 Jan 2011 01:57:40 -0500
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fd0a3ac60b0e update copyright notices
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2011 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} commutation_matrix (@var{m}, @var{n})
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21 ## Return the commutation matrix
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22 ## @tex
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23 ## $K_{m,n}$
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24 ## @end tex
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25 ## @ifnottex
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26 ## K(m,n)
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27 ## @end ifnottex
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28 ## which is the unique
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29 ## @tex
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30 ## $m n \times m n$
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31 ## @end tex
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32 ## @ifnottex
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33 ## @var{m}*@var{n} by @var{m}*@var{n}
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34 ## @end ifnottex
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35 ## matrix such that
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36 ## @tex
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37 ## $K_{m,n} \cdot {\rm vec} (A) = {\rm vec} (A^T)$
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38 ## @end tex
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39 ## @ifnottex
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40 ## @math{K(m,n) * vec(A) = vec(A')}
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41 ## @end ifnottex
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42 ## for all
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43 ## @tex
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44 ## $m\times n$
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45 ## @end tex
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46 ## @ifnottex
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47 ## @math{m} by @math{n}
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48 ## @end ifnottex
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49 ## matrices
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50 ## @tex
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51 ## $A$.
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52 ## @end tex
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53 ## @ifnottex
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54 ## @math{A}.
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55 ## @end ifnottex
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56 ##
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57 ## If only one argument @var{m} is given,
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58 ## @tex
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59 ## $K_{m,m}$
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60 ## @end tex
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61 ## @ifnottex
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62 ## @math{K(m,m)}
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63 ## @end ifnottex
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64 ## is returned.
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65 ##
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66 ## See Magnus and Neudecker (1988), @cite{Matrix Differential Calculus with
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67 ## Applications in Statistics and Econometrics.}
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68 ## @end deftypefn
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69
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70 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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71 ## Created: 8 May 1995
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72 ## Adapted-By: jwe
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73
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74 function k = commutation_matrix (m, n)
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75
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76 if (nargin < 1 || nargin > 2)
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77 print_usage ();
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78 else
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79 if (! (isscalar (m) && m == round (m) && m > 0))
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80 error ("commutation_matrix: M must be a positive integer");
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81 endif
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82 if (nargin == 1)
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83 n = m;
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84 elseif (! (isscalar (n) && n == round (n) && n > 0))
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85 error ("commutation_matrix: N must be a positive integer");
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86 endif
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87 endif
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88
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89 ## It is clearly possible to make this a LOT faster!
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90 k = zeros (m * n, m * n);
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91 for i = 1 : m
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92 for j = 1 : n
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93 k ((i - 1) * n + j, (j - 1) * m + i) = 1;
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94 endfor
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95 endfor
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96
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97 endfunction