Hello I just wanted to check whether there is any function similar to vech() in GAUSS. For example if I have a 100 by 4 by 4 array and I want a 100 by 4*(4+1)/2 matrix where each row is basically the vech of each of the 100 4 by 4 array, is there any way of doing that, without looping through each plane of the 100 by 4 by 4 array, and using vech on each of 4 by 4 matrices?
Thank you much
There is no built-in procedure to perform the equivalent of vech on each sub-matrix of a multi-dimensional array. However, you could write a procedure to do it. Something like this would work:
proc (1) = avech(a); local a_orders, out, i, n_mats, r; //This assumes a 3-dimensional array //where the last two dimensions are the same a_orders = getorders(a); n_mats = a_orders; r = a_orders; out = zeros(n_mats, r * (r + 1) / 2); for i(1, n_mats, 1); out[i,.] = vech(arraytomat(a[i,.,.]))'; endfor; retp(out); endp;
Yes this is how I have been doing it right now. Thanks.