% -*- texinfo -*- % @deftypefn {Function File} {} commutation_matrix (@var{m}, @var{n}) % Return the commutation matrix % @tex % $K_{m,n}$ % @end tex % @ifnottex % K(m,n) % @end ifnottex % which is the unique % @tex % $m n \times m n$ % @end tex % @ifnottex % @var{m}*@var{n} by @var{m}*@var{n} % @end ifnottex % matrix such that % @tex % $K_{m,n} \cdot {\rm vec} (A) = {\rm vec} (A^T)$ % @end tex % @ifnottex % @math{K(m,n) * vec(A) = vec(A')} % @end ifnottex % for all % @tex % $m\times n$ % @end tex % @ifnottex % @math{m} by @math{n} % @end ifnottex % matrices % @tex % $A$. % @end tex % @ifnottex % @math{A}. % @end ifnottex % % If only one argument @var{m} is given, % @tex % $K_{m,m}$ % @end tex % @ifnottex % @math{K(m,m)} % @end ifnottex % is returned. % % See Magnus and Neudecker (1988), Matrix differential calculus with % applications in statistics and econometrics. % @end deftypefn