Name
vech_gauss — mimics gauss function vech
CALLING SEQUENCE
v=vech_gauss(x)
PARAMETERS
- Input
x = an input matrix
- Output
v = output vector containing stacked columns of x
DESCRIPTION
Mimics gauss function vech, that a creates a column vector by stacking columns of x on and below the diagonal. Note that the conventions are not the same as for grocer function vech.
EXAMPLE
v=1:5;mat=v'*v;vh=vech_gauss(mat)
mat is a (5 x 5) symmetric matrix. v is the corresponding (15 x 1) vectorisation.