% By Willi Mutschler, September 26, 2016. Email: willi@mutschler.eu % Quadruplication Matrix as defined by % Meijer (2005) - Matrix algebra for higher order moments. Linear Algebra and its Applications, 410,pp. 112–134 % % Inputs: % p: size of vector % Outputs: % QP: quadruplication matrix % QPinv: Moore-Penrose inverse of QP % function [QP,QPinv] = quadruplication(p,progress,sparseflag) if nargin <2 progress =0; end if nargin < 3 sparseflag = 1; end reverseStr = ''; counti=1; np = p*(p+1)*(p+2)*(p+3)/24; if sparseflag QP = spalloc(p^4,p*(p+1)*(p+2)*(p+3)/24,p^4); else QP = zeros(p^4,p*(p+1)*(p+2)*(p+3)/24); end if nargout > 1 if sparseflag QPinv = spalloc(p*(p+1)*(p+2)*(p+3)/24,p*(p+1)*(p+2)*(p+3)/24,p^4); else QPinv = zeros(p*(p+1)*(p+2)*(p+3)/24,p*(p+1)*(p+2)*(p+3)/24); end end for l=1:p for k=l:p for j=k:p for i=j:p if progress && (rem(counti,100)== 0) msg = sprintf(' Quadruplication Matrix Processed %d/%d', counti, np); fprintf([reverseStr, msg]); reverseStr = repmat(sprintf('\b'), 1, length(msg)); elseif progress && (counti==np) msg = sprintf(' Quadruplication Matrix Processed %d/%d\n', counti, np); fprintf([reverseStr, msg]); reverseStr = repmat(sprintf('\b'), 1, length(msg)); end idx = uperm([i j k l]); for r = 1:size(idx,1) ii = idx(r,1); jj= idx(r,2); kk=idx(r,3); ll=idx(r,4); n = ii + (jj-1)*p + (kk-1)*p^2 + (ll-1)*p^3; m = mue(p,i,j,k,l); QP(n,m)=1; if nargout > 1 if i==j && j==k && k==l QPinv(m,n)=1; elseif i==j && j==k && k>l QPinv(m,n)=1/4; elseif i>j && j==k && k==l QPinv(m,n)=1/4; elseif i==j && j>k && k==l QPinv(m,n) = 1/6; elseif i>j && j>k && k==l QPinv(m,n) = 1/12; elseif i>j && j==k && k>l QPinv(m,n) = 1/12; elseif i==j && j>k && k>l QPinv(m,n) = 1/12; elseif i>j && j>k && k>l QPinv(m,n) = 1/24; end end end counti = counti+1; end end end end %QPinv = (transpose(QP)*QP)\transpose(QP); function m = mue(p,i,j,k,l) m = i + (j-1)*p + 1/2*(k-1)*p^2 + 1/6*(l-1)*p^3 - 1/2*j*(j-1) + 1/6*k*(k-1)*(k-2) - 1/24*l*(l-1)*(l-2)*(l-3) - 1/2*(k-1)^2*p + 1/6*(l-1)^3*p - 1/4*(l-1)*(l-2)*p^2 - 1/4*l*(l-1)*p + 1/6*(l-1)*p; m = round(m); end end