Duplication and elimination matrices

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In mathematics, especially in linear algebra and matrix theory, the duplication matrix and the elimination matrix are linear transformations used for transforming half-vectorizations of matrices into vectorizations or (respectively) vice versa.

Duplication matrix[edit]

The duplication matrix Dn is the unique n2 × n(n+1)/2 matrix which, for any n × n symmetric matrix A, transforms vech(A) into vec(A):

Dn vech(A) = vec(A).

For the 2×2 symmetric matrix A = , this transformation reads

Elimination matrix[edit]

An elimination matrix Ln is a n(n+1)/2 × n2 matrix which, for any n × n matrix A, transforms vec(A) into vech(A):

Ln vec(A) = vech(A). [1]

For the 2×2 matrix A = , one choice for this transformation is given by

.

Notes[edit]

  1. ^ Magnus & Neudecker (1980), Definition 3.1

References[edit]

  • Magnus, Jan R.; Neudecker, Heinz (1980), "The elimination matrix: some lemmas and applications", SIAM Journal on Algebraic and Discrete Methods, 1 (4): 422–449, doi:10.1137/0601049, ISSN 0196-5212.
  • Jan R. Magnus and Heinz Neudecker (1988), Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley. ISBN 0-471-98633-X.
  • Jan R. Magnus (1988), Linear Structures, Oxford University Press. ISBN 0-19-520655-X