36 lines
1.1 KiB
Matlab
36 lines
1.1 KiB
Matlab
function Matrix = dyn_unvech(Vector)
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% This function implements the unvech operator.
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%
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% INPUTS
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% Vector [double] a m*1 vector.
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%
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% OUTPUTS
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% Matrix [double] a n*n symetric matrix, where n solves n*(n+1)/2=m.
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% Copyright © 2010-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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m = length(Vector);
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n = (sqrt(1+8*m)-1)/2;
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b = 0;
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Matrix = NaN(n,n);
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for col = 1:n
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idx = 1:col;
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Matrix(1:col,col) = Vector(b+idx);
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Matrix(col,1:col) = transpose(Matrix(1:col,col));
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b = b+length(idx);
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end |