Home > freetb4matlab > linear-algebra > duplication_matrix.m

duplication_matrix

PURPOSE ^

% Return the duplication matrix

SYNOPSIS ^

function d = duplication_matrix (n)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} duplication_matrix (@var{n})
% Return the duplication matrix
% @iftex
% @tex
%  $D_n$
% @end tex
% @end iftex
% @ifnottex
%  @math{Dn}
% @end ifnottex
%  which is the unique
% @iftex
% @tex
%  $n^2 \times n(n+1)/2$
% @end tex
% @end iftex
% @ifnottex
%  @math{n^2} by @math{n*(n+1)/2}
% @end ifnottex
%  matrix such that
% @iftex
% @tex
%  $D_n * {\rm vech} (A) = {\rm vec} (A)$
% @end tex
% @end iftex
% @ifnottex
%  @math{Dn vech (A) = vec (A)}
% @end ifnottex
%  for all symmetric
% @iftex
% @tex
%  $n \times n$
% @end tex
% @end iftex
% @ifnottex
%  @math{n} by @math{n}
% @end ifnottex
%  matrices
% @iftex
% @tex
%  $A$.
% @end tex
% @end iftex
% @ifnottex
%  @math{A}.
% @end ifnottex
%
% See Magnus and Neudecker (1988), Matrix differential calculus with
% applications in statistics and econometrics.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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