Kom: Commutation matrix.

Description Usage Arguments Details Value Author(s) References Examples

Description

Construct the communtation matrix.

Usage

1
Kom(m, n)

Arguments

m

a natural number.

n

another natural number.

Details

This function constructs the commutation matrix K, which maps c(A) to c(t(A)) for an m by n matrix A.

Value

K The m * n by m * n commutation matrix.

Author(s)

Peter Hoff.

References

Magnus, J. R., & Neudecker, H. (1979). The commutation matrix: some properties and applications. The Annals of Statistics, 381-394.

Tracy, D. S., & Dwyer, P. S. (1969). Multivariate maxima and minima with matrix derivatives. Journal of the American Statistical Association, 64(328), 1576-1594.

Examples

1
2
3
m <- 5 ; n <- 4
A <- matrix(stats::rnorm(m * n), m, n)
Kom(5, 4) %*% c(A) - c(t(A))


Search within the tensr package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.