Name
vech — stacks a symmetric matrix
CALLING SEQUENCE
[v]=vech(x)
PARAMETERS
- Input
x = an input matrix
- Output
v = output vector containing stacked columns of x
DESCRIPTION
Creates a column vector by stacking columns of x on and below the diagonal
EXAMPLE
vech([1 0.5; 0.5 2]')
This example gives the matrix:
! 1. !
! .5 !
! 2. !