dmult Basic functions elimination

Grocer >> Basic functions > duplication

duplication

Magnus and Neudecker's duplication matrix

CALLING SEQUENCE

[d]=duplication(n)

PARAMETERS

Input

• n = dimension of the underlying var-cov matrix

Output

• d = (n*n x n*(n+1)/2) duplication matrix

DESCRIPTION

Returns Magnus and Neudecker's duplication matrix of size n

EXAMPLE

dup=duplication(3)

AUTHOR

Eric Dubois 2002
dmult Basic functions elimination