| comm.info {fastmatrix} | R Documentation |
Compact information to construct the commutation matrix
Description
This function provides the minimum information required to create the commutation matrix.
The commutation matrix is a square matrix of order mn that, for an m\times n
matrix \bold{A}, transform vec(\bold{A}) to vec(\bold{A}^T).
Usage
comm.info(m = 1, n = m, condensed = TRUE)
Arguments
m |
a positive integer row dimension. |
n |
a positive integer column dimension. |
condensed |
logical. Information should be returned in compact form? |
Details
This function returns a list containing two vectors that represent an element of
the commutation matrix and is accesed by the indexes in vectors row and col.
This information is used by function comm.prod to do some operations
involving the commutation matrix without forming it. This information also can be
obtained using function commutation.
Value
A list containing the following elements:
row |
vector of indexes, each entry represents the row index of the commutation matrix. |
col |
vector of indexes, each entry represents the column index of the commutation
matrix. Only present if |
m |
positive integer, row dimension. |
n |
positive integer, column dimension. |
References
Magnus, J.R., Neudecker, H. (1979). The commutation matrix: some properties and applications. The Annals of Statistics 7, 381-394.
See Also
Examples
z <- comm.info(m = 3, n = 2, condensed = FALSE)
z # where are the ones in commutation matrix of order '3,2'?
K32 <- commutation(m = 3, n = 2, matrix = TRUE)
K32 # only recommended if m and n are very small