sym_of_vech: Symmetric matrix A from vech(A)
In jeksterslab/linearAlgebra: Linear Algebra with R

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

View source: R/linearAlgebra-sym_of_vech.R

Symmetric matrix from its half-vectorization.

1	sym_of_vech(x)

`x`	Vector of length `0.5 * k(k + 1)`. Half-vectorization of a `k` by `k` matrix. \mathrm{vech} ≤ft( \mathbf{A}_{k \times k} \right).

Generates an k \times k symmetric matrix from a \frac{1}{2}k(k + 1) vector.

A matrix.

Ivan Jacob Agaloos Pesigan

Wikipedia: Vectorization

Magnus, J. R., & Neudecker, H. (2019). Matrix differential calculus with applications in statistics and econometrics. Wiley. https://doi.org/10.1002/9781119541219

Other Symmetric Functions: dcap(), mcap_cor(), mcap_diag(), mcap_sym(), pinv_of_dcap(), sym_of_vechs()

A <- matrix(
  data = c(
    1.0, 0.5, 0.4,
    0.5, 1.0, 0.6,
    0.4, 0.6, 1.0
  ),
  ncol = 3
)
vechA <- c(1.0, 0.5, 0.4, 1.0, 0.6, 1.0)

sym_of_vech(vechA)