sym_of_vechs: Symmetric matrix A from vechs(A)
In jeksterslab/linearAlgebra: Linear Algebra with R

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

View source: R/linearAlgebra-sym_of_vechs.R

Symmetric matrix from its strict half-vectorization.

1	sym_of_vechs(x, diags)

`x`	Vector of length `0.5 * k(k + 1) - k`. Strict half-vectorization of a `k` by `k` matrix. \mathrm{vechs} ≤ft( \mathbf{A}_{k \times k} \right).
`diags`	Vector. Diagonal elements.

Generates an k \times k symmetric matrix from a \frac{1}{2}(k(k + 1)) - k vector. The k \times 1 vector of diagonal values should be supplied.

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_vech()