[Gretl-users] Re: vec() and vech(): row-major vs. column-major
On Thu, 17 Dec 2020, Sven Schreiber wrote:
Am 17.12.2020 um 21:18 schrieb Allin Cottrell:
> On Thu, 17 Dec 2020, Sven Schreiber wrote:
>
>>
>> This message just serves to share this "discovery". I'm not saying
we
>> should change vech's behavior because that would break too much stuff.
>> But maybe a more explicit note should be added to the documentation.
>
> What should the message say? Seems like it would have to be something
> like: If your input matrix is not symmetric, make sure the upper
> triangle is what it would be if the matrix were symmetric. But that
> sounds kinda redundant to me.
>
>
Well, maybe something like: "For the odd case of non-symmetric input M,
to obtain the same result as the vech functions in Gauss or Octave or as
per the Wikipedia definition, use the transpose of M to effectively work
on its lower triangle."
OK, better than my attempt. But non-symmetry in itself is not the
decider. If the upper triangle is "right" and the rest is zeros (or
arbitrary), vech(M) is right and vech(M') wrong. The case where you
need vech(M') is just where the upper triangle is arbitrary, and
what you actually want is in the lower triangle.
Allin