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## Copyright (C) 1995, 1996 Kurt Hornik
##
## 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, 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 file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: vech (x)
##
## For square x, returns the vector vech (x) which is obtained from x
## by eliminating all supradiagonal elements and stacking the result
## one column above the other.
##
## See Magnus and Neudecker (1988), Matrix differential calculus with
## applications in statistics and econometrics.
## Author KH <Kurt.Hornik@ci.tuwien.ac.at>
## Created: 8 May 1995
## Adapted-By: jwe
function v = vech (x)
if (nargin != 1)
usage ("vech (x)");
endif
if (! is_square (x))
error ("vech: x must be square");
endif
## This should be quicker than having an inner `for' loop as well.
## Ideally, vech should be written in C++.
n = rows (x);
v = zeros ((n+1)*n/2, 1);
count = 0;
for j = 1 : n
i = j : n;
v (count + i) = x (i, j);
count = count + n - j;
endfor
endfunction
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