elimination_matrix: Elimination matrix

In ADtools: Automatic Differentiation Toolbox

Description

Suppose A is a (n x n) symmetric matrix, then a (n(n-1)/2 x n^2) matrix E is an elimination matrix if E

Usage

elimination_matrix(n)

Arguments

n	integer, row or column dimension.

Examples

A <- crossprod(randn(3, 3))
E <- elimination_matrix(3)
compare <- function(x, y) {
    cbind(x, y, err = abs(x - y))
}
compare(E %*% vec(A), vech(A))

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