vech {gmvarkit}R Documentation

Parsimonious vectorization operator for symmetric matrices

Description

vech stacks columns of the given matrix from the principal diagonal downwards (including elements on the diagonal) to form a vector.

Usage

vech(A)

Arguments

A

a size (dxd) symmetric matrix to be vectorized parsimoniously.

Value

a vector of size (d(d+1)/2x1).

Warning

No argument checks!


[Package gmvarkit version 2.1.3 Index]