Name

invvech — inverse of vech

CALLING SEQUENCE

[xi]=invvech(x,nr)

PARAMETERS

Input

• x = a (nrx1) vector

• nr = # of rows of the original matrix

Output

• xi = the original -vectorized by vech- matrix

DESCRIPTION

Retrieves from a matrix vectorized by vech the original matrix

EXAMPLE


a=grand(5,2,'nor',0,1);b=vech(a'*a);c=invvech(b,2)

 

C is equal to a'*a 



               

AUTHOR

Eric Dubois 2002