<< vec2row Basic functions vech_gauss >>

Grocer >> Basic functions > vech

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]')  
//returns:
//!   1.  !
//!    .5 !
//!   2.  !

AUTHOR

Eric Dubois 2002

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