N.matrix {matrixcalc} | R Documentation |
Construct N Matrix
Description
This function returns the order n square matrix that is the sum of an implicit commutation matrix and the order n identity matrix quantity divided by two
Usage
N.matrix(n)
Arguments
n |
A positive integer matrix order |
Details
Let {\bf{K}_n}
be the order n
implicit commutation matrix (i.e., {{\bf{K}}_{n,n}}
).
and {{\bf{I}}_n}
the order n
identity matrix. The formula for the matrix is {\bf{N}} = \frac{1}{2}\left( {{{\bf{K}}_n} + {{\bf{I}}_n}} \right)
.
Value
An order n
matrix.
Note
If the argument is not an integer, the function displays an error message and stops. If the argument is less than two, the function displays an error message and stops.
Author(s)
Frederick Novomestky fnovomes@poly.edu
References
Magnus, J. R. and H. Neudecker (1980). The elimination matrix, some lemmas and applications, SIAM Journal on Algebraic Discrete Methods, 1(4), December 1980, 422-449.
Magnus, J. R. and H. Neudecker (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley.
See Also
Examples
N <- N.matrix( 3 )
print( N )