commat function

Commutation matrix

This function returns the ($r c \times r c$) commutation matrix $\mathbf{P}$ such that $\mathbf{P} \mbox{vec}(\mathbf{Y}) = \mbox{vec}(\mathbf{Y}'),$

where $\mathbf{Y}$ is a ($r \times c$) matrix (Magnus and Neudecker, 2019).

commat(r, c)

Arguments

• r: Number of rows of $\mathbf{Y}$.
• c: Number of columns of $\mathbf{Y}$.

Returns

A sparse ($r c \times r c$) matrix, $\mathbf{P}$.

Examples

Y <- matrix(rnorm(30), 5, 6)
P <- commat(5, 6)
P %*% as.vector(Y) == as.vector(t(Y)) # check

References

Magnus, J.R. and Neudecker, H. (2019), Matrix Differential Calculus with Applications in Statistics and Econometrics, third edition, New York, Wiley, pp. 54-55.

See Also

Utilities: FoReco2matrix(), aggts(), balance_hierarchy(), csprojmat(), cstools(), ctprojmat(), cttools(), df2aggmat(), lcmat(), recoinfo(), res2matrix(), shrink_estim(), teprojmat(), tetools(), unbalance_hierarchy()