[Gretl-users] Re: efficient duplication matrix?

On Sat, 2 Jan 2021, Sven Schreiber wrote: > Hi, > > I was wondering what's an efficient way to calculate a (pre-) > multiplication with the duplication matrix. > (For a definition of what I mean see here: > https://en.wikipedia.org/wiki/Duplication_and_elimination_matrices > or here: > https://www.rdocumentation.org/packages/matrixcalc/versions/1.0-3/topics/...) > > > It's of course very easy to construct that matrix explicitly and then do > the multiplication, and I already have a function for that, but I > suspect it's not very efficient. (Similar to the commutation matrix, > where in the 'extra' addon we have a function called 'commute' which > achieves that without actually creating the interim matrix.) Very much untested: <hansl> function matrix Dup(const matrix A)     scalar m = rows(A)     H = unvech(seq(1,m)')     ret = A[vec(H),]     return ret end function