Name
invvech — inverse of vech
CALLING SEQUENCE
[xi]=invvech(x,nr)
PARAMETERS
- Input
x = a (nrx1) vector
nr = # of rows of the original matrix
- Output
xi = the original -vectorized by vech- matrix
DESCRIPTION
Retrieves from a matrix vectorized by vech the original matrix
EXAMPLE
a=grand(5,2,'nor',0,1);b=vech(a'*a);c=invvech(b,2)
// c is equal to a'*a