[Gretl-devel] matrix commutation operator

Hi all! As you may know, the "extra" package contains a function called "commute" that performs pre-multiplication of a matrix by the so-called "commutation" matrix: in formulae, if A is an rxc matrix, then vec(A') = K_{m,n} vec(A) and K_{m,n} is the "commutation matrix" (in fact, the function in extra is slightly more general, but let's skip this for now). Luca Pedini and myself are writing some C code that would benefit from having this function in libgretl, so we're thinking to add it to the list of native functions. We have a few questions for you: 1) can anybody think of a reason why this would be a bad idea? 2) it's very easy (and computationally inexpensive), to inflect the function in such a way that insted of premultiplication by K_{m,n} one can return the result of premultiplication by (I + K_{m,n}), which is what one actually needs in many cases. Would you think this is good to have too? 3) any suggestion for the function name (also conditional on point 2?) We thouught that "mcommute" could be nice, but we're open to suggestions. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------