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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

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