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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

AUTHOR

Eric Dubois 2002

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