View source: R/hoff_functions.R
Kom | R Documentation |
Construct the communtation matrix.
Kom(m, n)
m |
a natural number. |
n |
another natural number. |
This function constructs the commutation matrix K
, which maps
c(A)
to c(t(A))
for an m by n matrix
A
.
K
The m * n
by m * n
commutation
matrix.
Peter Hoff.
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.
m <- 5 ; n <- 4 A <- matrix(stats::rnorm(m * n), m, n) Kom(5, 4) %*% c(A) - c(t(A))
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