Mercurial > hg > octave-nkf
annotate scripts/linear-algebra/commutation_matrix.m @ 12297:175127b734a4 release-3-4-x
ChangeLog fixes
author | John W. Eaton <jwe@octave.org> |
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date | Sun, 30 Jan 2011 01:57:40 -0500 |
parents | fd0a3ac60b0e |
children | 8dd680993088 |
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11523 | 1 ## Copyright (C) 1995-2011 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
2540 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
2540 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
2540 | 18 |
3321 | 19 ## -*- texinfo -*- |
20 ## @deftypefn {Function File} {} commutation_matrix (@var{m}, @var{n}) | |
21 ## Return the commutation matrix | |
22 ## @tex | |
23 ## $K_{m,n}$ | |
24 ## @end tex | |
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25 ## @ifnottex |
3321 | 26 ## K(m,n) |
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27 ## @end ifnottex |
3321 | 28 ## which is the unique |
29 ## @tex | |
30 ## $m n \times m n$ | |
31 ## @end tex | |
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32 ## @ifnottex |
3321 | 33 ## @var{m}*@var{n} by @var{m}*@var{n} |
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34 ## @end ifnottex |
3321 | 35 ## matrix such that |
36 ## @tex | |
37 ## $K_{m,n} \cdot {\rm vec} (A) = {\rm vec} (A^T)$ | |
38 ## @end tex | |
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39 ## @ifnottex |
3499 | 40 ## @math{K(m,n) * vec(A) = vec(A')} |
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41 ## @end ifnottex |
3321 | 42 ## for all |
43 ## @tex | |
44 ## $m\times n$ | |
45 ## @end tex | |
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46 ## @ifnottex |
3499 | 47 ## @math{m} by @math{n} |
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48 ## @end ifnottex |
3321 | 49 ## matrices |
50 ## @tex | |
51 ## $A$. | |
52 ## @end tex | |
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53 ## @ifnottex |
3499 | 54 ## @math{A}. |
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55 ## @end ifnottex |
3426 | 56 ## |
3321 | 57 ## If only one argument @var{m} is given, |
58 ## @tex | |
59 ## $K_{m,m}$ | |
60 ## @end tex | |
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61 ## @ifnottex |
3499 | 62 ## @math{K(m,m)} |
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63 ## @end ifnottex |
3321 | 64 ## is returned. |
3426 | 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.} |
3321 | 68 ## @end deftypefn |
2540 | 69 |
5428 | 70 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
2540 | 71 ## Created: 8 May 1995 |
72 ## Adapted-By: jwe | |
73 | |
74 function k = commutation_matrix (m, n) | |
3426 | 75 |
2540 | 76 if (nargin < 1 || nargin > 2) |
6046 | 77 print_usage (); |
2540 | 78 else |
4030 | 79 if (! (isscalar (m) && m == round (m) && m > 0)) |
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80 error ("commutation_matrix: M must be a positive integer"); |
2540 | 81 endif |
82 if (nargin == 1) | |
83 n = m; | |
4030 | 84 elseif (! (isscalar (n) && n == round (n) && n > 0)) |
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85 error ("commutation_matrix: N must be a positive integer"); |
2540 | 86 endif |
87 endif | |
3426 | 88 |
2540 | 89 ## It is clearly possible to make this a LOT faster! |
90 k = zeros (m * n, m * n); | |
91 for i = 1 : m | |
92 for j = 1 : n | |
93 k ((i - 1) * n + j, (j - 1) * m + i) = 1; | |
94 endfor | |
95 endfor | |
96 | |
97 endfunction |