Name
xpnd1 — mimics gauss function xpnd
CALLING SEQUENCE
mat=xpnd1(v,nr)
PARAMETERS
- Input
v = a (nr x 1) vector
nr = # of rows of the original matrix
- Output
mat = the original -vectorized by vech_gauss- matrix
DESCRIPTION
Retrieves from a matrix vectorized by vech_gauss the original matrix. Note that since vech in gauss does not work as vech in scilab, xpnd1 is not strictly equivalent to invvech1.
EXAMPLE
v=1:5;mat=v'*v;vh=vech_gauss(mat);matr=xpnd1(vh,5);matr-mat
mat is a (5 x 5) symmetric matrix. v is the corresponding (15 x 1) vectorisation. You can check that mat and matr are the same.