function Vector = dyn_vech(Matrix) % This function implements the vech operator. % % INPUTS % Matrix [double] a squared n*n symetric matrix. % % OUTPUTS % Vector [double] a n*(n+1)/2 vector. % Copyright © 2010-2017 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . n = length(Matrix); b = 0; Vector = NaN(n*(n+1)/2,1); for col = 1:n idx = transpose(1:col); Vector(b+idx) = Matrix((col-1)*n+idx); b = b+length(idx); end