Name

commutation — commutation of a matrix

CALLING SEQUENCE

[K]=commutation(m[,n])

PARAMETERS

Input

• m = # of rows of matrix A.

• n = # of columns of matrix A (optional, set to m if not given.

Output

• K = commutation matrix

DESCRIPTION

Given any (m X n) matrix A, returns the (mn x mn) K matrix such that: vec(A')=K*vec(A).

EXAMPLE


com=commutation(N)

 

Used for the impulse functions calculated from vars (see irf_asy). 



               

AUTHOR

Eric Dubois 2002