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This function constructs the linear transformation D that maps vech(A) to vec(A) when A is a symmetric matrix
D.matrix(n)
It returns an
a positive integer value for the order of the underlying matrix
Frederick Novomestky fnovomes@poly.edu
Let T.matrices
. The formula for the
transpose of matrix u.vectors
generates these vectors.
Magnus, J. R. and H. Neudecker (1980). The elimination matrix, some lemmas and applications, SIAM Journal on Algebraic Discrete Methods, 1(4), December 1980, 422-449.
Magnus, J. R. and H. Neudecker (1999). Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley.
T.matrices
,
u.vectors
D <- D.matrix( 3 )
A <- matrix( c( 1, 2, 3,
2, 3, 4,
3, 4, 5), nrow=3, byrow=TRUE )
vecA <- vec( A )
vechA<- vech( A )
y <- D %*% vechA
print( y )
print( vecA )
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