34 lines
1.1 KiB
Matlab
34 lines
1.1 KiB
Matlab
function Vector = dyn_vech(Matrix)
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% This function implements the vech operator.
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%
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% INPUTS
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% Matrix [double] a squared n*n symetric matrix.
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%
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% OUTPUTS
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% Vector [double] a n*(n+1)/2 vector.
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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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n = length(Matrix);
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b = 0;
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Vector = NaN(n*(n+1)/2,1);
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for col = 1:n
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idx = transpose(1:col);
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Vector(b+idx) = Matrix((col-1)*n+idx);
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b = b+length(idx);
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end |