kcap: Commutation Matrix

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/linearAlgebra-kcap.R

Description

Create a commutation matrix.

Usage

1
kcap(x)

Arguments

x

Integer. Dimension of the symmetric matrix.

Details

The commutation matrix K_{m} is the \frac{m ≤ft( m + 1 \right)}{2} \times m^2 matrix for a given m \times m symmetric matrix A where K_{m} \mathrm{vec} ≤ft( A \right) = \mathrm{vech} ≤ft( A^{\prime} \right) .

Value

A matrix.

Author(s)

Ivan Jacob Agaloos Pesigan

References

Wikipedia: Commutation matrix

See Also

Other Linear Algebra Functions: dcap(), sym_of_vech(), vechnames(), vech()

Examples

1
kcap(3)

jeksterslab/gammaMatrix documentation built on Dec. 20, 2021, 10:10 p.m.