Elimination matrix.
Syntax: @elimin(n)
n: integer
Return: matrix
The elimination matrix transforms the half vectorization of a sym matrix to the vectorization of the matrix.
Returns the
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matrix
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, which satisfies
for an
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sym matrix
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,
Examples
sym s1 = @unvech(@mnrnd(15))
vector diff = @vech(s1) - @elimin(s1.@cols) * @vec(s1)
demonstrates the properties of the duplication matrix since DIFF equals zero.
Cross-references