X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Flinear-algebra%2Fvech.m;fp=octave_packages%2Fm%2Flinear-algebra%2Fvech.m;h=b1b278e7d327279164b747467f1366612d4d7d2b;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/linear-algebra/vech.m b/octave_packages/m/linear-algebra/vech.m new file mode 100644 index 0000000..b1b278e --- /dev/null +++ b/octave_packages/m/linear-algebra/vech.m @@ -0,0 +1,58 @@ +## Copyright (C) 1995-2012 Kurt Hornik +## Copyright (C) 2009 VZLU Prague +## +## 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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} vech (@var{x}) +## Return the vector obtained by eliminating all supradiagonal elements of +## the square matrix @var{x} and stacking the result one column above the +## other. This has uses in matrix calculus where the underlying matrix +## is symmetric and it would be pointless to keep values above the main +## diagonal. +## @seealso{vec} +## @end deftypefn + +## See Magnus and Neudecker (1988), Matrix differential calculus with +## applications in statistics and econometrics. + +## Author KH +## Created: 8 May 1995 +## Adapted-By: jwe + +function v = vech (x) + + if (nargin != 1) + print_usage (); + endif + + if (! issquare (x)) + error ("vech: X must be square"); + endif + + n = rows (x); + slices = cellslices (x(:), (1:n) + n*(0:n-1), n*(1:n)); + v = vertcat (slices{:}); + +endfunction + +%!assert(all (vech ([1, 2, 3; 4, 5, 6; 7, 8, 9]) == [1; 4; 7; 5; 8; 9])); + +%!error vech (); + +%!error vech (1, 2); +