commutation_matrix: Commutation matrix

In ADtools: Automatic Differentiation Toolbox

Description

Suppose A is a (r x c) matrix, then a (rc x rc) matrix K is a commutation matrix if K

Usage

commutation_matrix(r, c)

Arguments

r	integer; row dimension.
c	integer; column dimension.

Examples

A <- randn(3, 4)
K <- commutation_matrix(3, 4)
compare <- function(x, y) {
    cbind(x, y, err = abs(x - y))
}
compare(K %*% vec(A), vec(t(A)))

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.