This function computes the direct sum of two arrays. The arrays can be
numerical vectors or matrices. The result ia the block diagonal matrix.
Usage
direct.sum( x, y )
Arguments
x
a numeric matrix or vector
y
a numeric matrix or vector
Value
A numeric matrix.
Details
If either \(\bf{x}\) or y is a vector, it is converted to a matrix. The result
is a block diagonal matrix \(\left[ {\begin{array}{*{20}c}
{\bf{x}} & {\bf{0}} \\
{\bf{0}} & {\bf{y}} \\
\end{array}} \right]\).
References
Magnus, J. R. and H. Neudecker (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics,
Second Edition, John Wiley.