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dupl_mat.m
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1999-12-24
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2KB
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97 lines
## Copyright (C) 1995, 1996 Kurt Hornik
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## -*- texinfo -*-
## @deftypefn {Function File} {} dupl_mat (@var{n})
## Return the duplication matrix
## @iftex
## @tex
## $D_n$
## @end tex
## @end iftex
## @ifinfo
## @var{D}_@var{n}
## @end ifinfo
## which is the unique
## @iftex
## @tex
## $n^2 \times n(n+1)/2$
## @end tex
## @end iftex
## @ifinfo
## @var{n}^2 by @var{n}*(@var{n}+1)/2
## @end ifinfo
## matrix such that
## @iftex
## @tex
## $D_n * {\rm vech} (A) = {\rm vec} (A)$
## @end tex
## @end iftex
## @ifinfo
## @var{D}_@var{n} \cdot vech (@var{A}) = vec (@var{A})
## @end ifinfo
## for all symmetric
## @iftex
## @tex
## $n \times n$
## @end tex
## @end iftex
## @ifinfo
## @var{n} by @var{n}
## @end ifinfo
## matrices
## @iftex
## @tex
## $A$.
## @end tex
## @end iftex
## @ifinfo
## @var{A}.
## @end ifinfo
##
## See Magnus and Neudecker (1988), Matrix differential calculus with
## applications in stat and econometrics.
## @end deftypefn
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Created: 8 May 1995
## Adapged-By: jwe
function d = dupl_mat (n)
if (nargin != 1)
usage ("dupl_mat (n)");
endif
if (! (is_scal (n) && n == round (n) && n > 0))
error ("dupl_mat: n must be a positive integer");
endif
d = zeros (n * n, n * (n + 1) / 2);
## It is clearly possible to make this a LOT faster!
count = 0;
for j = 1 : n
d ((j - 1) * n + j, count + j) = 1;
for i = (j + 1) : n
d ((j - 1) * n + i, count + i) = 1;
d ((i - 1) * n + j, count + i) = 1;
endfor
count = count + n - j;
endfor
endfunction