Function lupnt::Vech

Function Documentation

VecX lupnt::Vech(const MatX &x)

Compute the vech of a matrix, defined as the lower triangular part of the matrix stacked column-wise.

Half-vectorization of a square matrix: stack the lower-triangular elements (including the diagonal) column-wise into a vector.

Parameters:

  • x – Input matrix

  • x – Square input matrix (size n x n)

Returns:

Vech of the matrix

Returns:

Vector of length n*(n+1)/2 containing the lower-triangular elements of x