% -*- texinfo -*- % @deftypefn {Function File} {} duplication_matrix (@var{n}) % Return the duplication matrix % @tex % $D_n$ % @end tex % @ifnottex % @math{Dn} % @end ifnottex % which is the unique % @tex % $n^2 \times n(n+1)/2$ % @end tex % @ifnottex % @math{n^2} by @math{n*(n+1)/2} % @end ifnottex % matrix such that % @tex % $D_n * {\rm vech} (A) = {\rm vec} (A)$ % @end tex % @ifnottex % @math{Dn vech (A) = vec (A)} % @end ifnottex % for all symmetric % @tex % $n \times n$ % @end tex % @ifnottex % @math{n} by @math{n} % @end ifnottex % matrices % @tex % $A$. % @end tex % @ifnottex % @math{A}. % @end ifnottex % % See Magnus and Neudecker (1988), Matrix differential calculus with % applications in statistics and econometrics. % @end deftypefn