Elimination matrix.
Syntax: @elimin(n)
n: integer
Return: matrix
The elimination matrix transforms the half vectorization of a sym matrix to the vectorization of the matrix.
Returns the
matrix
, which satisfies
for an
sym matrix
,
Examples
sym s1 = @unvech(@mnrnd(15))
vector diff = @vech(s1) - @elimin(s1.@cols) * @vec(s1)
demonstrates the properties of the duplication matrix since DIFF equals zero.
Cross-references
