32 lines
1.0 KiB
Matlab
32 lines
1.0 KiB
Matlab
function d = dyn_diag_vech(Vector)
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% This function returns the diagonal elements of a symmetric matrix
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% stored in vech form
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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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% d [double] a n*1 vector, 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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k = cumsum(1:n);
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d = Vector(k);
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