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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. vh is the corresponding (15 x 1) vectorisation.

AUTHOR

Eric Dubois 2006

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