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.  !



               

AUTHOR

Eric Dubois 2002