Vectorize a matrix
This function returns a stack of the lower triangular matrix of a square matrix as a matrix with 1 column and n * ( n + 1 ) / 2 rows
vech(x)
x |
a matrix |
A matrix with \frac{1}{2}n≤ft( {n + 1} \right) rows and one column.
Frederick Novomestky fnovomes@poly.edu
Magnus, J. R. and H. Neudecker (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley.
x <- matrix( seq( 1, 16, 1 ), nrow=4, byrow=TRUE ) print( x ) y <- vech( x ) print( y )
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