unvech function

Reverse operator of the parsimonious vectorization operator vech

unvech creates a symmetric matrix from the given vector by copying the lower triangular part to be the upper triangular part as well.

unvech(d, a)

Arguments

• d: number of rows the square matrix to be formed.
• a: a size $(d(d+1)/2x1)$ vector to be unvectorized into a symmetric $(dxd)$ matrix.

Returns

a symmetric matrix of size $(dxd)$.