--- /dev/null
+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING. If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} commutation_matrix (@var{m}, @var{n})
+## Return the commutation matrix
+## @tex
+## $K_{m,n}$
+## @end tex
+## @ifnottex
+## K(m,n)
+## @end ifnottex
+## which is the unique
+## @tex
+## $m n \times m n$
+## @end tex
+## @ifnottex
+## @var{m}*@var{n} by @var{m}*@var{n}
+## @end ifnottex
+## matrix such that
+## @tex
+## $K_{m,n} \cdot {\rm vec} (A) = {\rm vec} (A^T)$
+## @end tex
+## @ifnottex
+## @math{K(m,n) * vec(A) = vec(A')}
+## @end ifnottex
+## for all
+## @tex
+## $m\times n$
+## @end tex
+## @ifnottex
+## @math{m} by @math{n}
+## @end ifnottex
+## matrices
+## @tex
+## $A$.
+## @end tex
+## @ifnottex
+## @math{A}.
+## @end ifnottex
+##
+## If only one argument @var{m} is given,
+## @tex
+## $K_{m,m}$
+## @end tex
+## @ifnottex
+## @math{K(m,m)}
+## @end ifnottex
+## is returned.
+##
+## See Magnus and Neudecker (1988), @cite{Matrix Differential Calculus with
+## Applications in Statistics and Econometrics.}
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Created: 8 May 1995
+## Adapted-By: jwe
+
+function k = commutation_matrix (m, n)
+
+ if (nargin < 1 || nargin > 2)
+ print_usage ();
+ else
+ if (! (isscalar (m) && m == fix (m) && m > 0))
+ error ("commutation_matrix: M must be a positive integer");
+ endif
+ if (nargin == 1)
+ n = m;
+ elseif (! (isscalar (n) && n == fix (n) && n > 0))
+ error ("commutation_matrix: N must be a positive integer");
+ endif
+ endif
+
+ ## It is clearly possible to make this a LOT faster!
+ k = zeros (m * n, m * n);
+ for i = 1 : m
+ for j = 1 : n
+ k ((i - 1) * n + j, (j - 1) * m + i) = 1;
+ endfor
+ endfor
+
+endfunction
+
+%!test
+%! c = commutation_matrix(1,1);
+%! assert(c,1);
+
+%!test
+%! A = rand(3,5);
+%! vc = vec(A);
+%! vr = vec(A');
+%! c = commutation_matrix(3,5);
+%! assert(c*vc,vr);
+
+%!test
+%! A = rand(4,6);
+%! vc = vec(A);
+%! vr = vec(A');
+%! c = commutation_matrix(4,6);
+%! assert(c*vc,vr);
+
+%!error commutation_matrix(0,0);
+%!error commutation_matrix(1,0);
+%!error commutation_matrix(0,1);