Update of /cvsroot/octave/octaveforge/main/general
In directory sc8prcvs3.sourceforge.net:/tmp/cvsserv4531/main/general
Added Files:
unvech.m
Log Message:
unvech: reverse of the vec function: makes a symmetric matrix out of the vector of lower triangle elements
 NEW FILE: unvech.m 
## Copyright (C) 2006 Michael Creel <michael.creel@...>
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2 of the License, or
## (at your option) any later version.
##
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this program; if not, write to the Free Software
## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 021111307 USA
## * texinfo *
## @deftypefn {Function File} {} unvech (@var{v})
## Performs the reverse of "vech". Generates a symmetric matrix from the lower
## triangular elements, received as a vector @var{v}.
## @end deftypefn
# Note: this uses a double loop. A C version would be a lot faster for large matrices.
## AdaptedBy: Ben Hall <benjamin.hall@...>
function x = unvech (v)
if (nargin != 1)
usage ("unvech (v)");
endif
if (! isvector(v))
usage ("unvech (v)");
endif
# find out dimension of symmetric matrix
p = length(v);
g = (1  sqrt(1 + 8*p))/2;
if (mod(g,1) != 0)
error("unvech: the input vector does not generate a square matrix");
endif
x = zeros(g,g);
# fill in the symmetric matrix, the obvious way
# k = 1;
# for i = 1:g
# for j = i:g
# x(i,j) = v(k);
# if (i != j) x(j,i) = v(k); endif
# k = k + 1;
# endfor
# endfor
# fill in the symmetric matrix, a more clever way
ii = repmat( 1:g, [g 1] );
idx= find( ii <= ii' );
x(idx) = v;
x = x + x'  diag(diag(x));
endfunction
