Re: st: vec of upper triangle

["David M. Drukker" <ddrukker@stata.com>]

Edwin Leuven <e.leuven@uva.nl> asked if there is

> a good (fast) way of putting the 
> upper triangle of a square matrix into a vector?
>
> example:
>
> 1 2 3
> 2 4 5
> 3 5 6
>
> into:
>
> 1
> 2
> 4
> 3
> 5
> 6

Yes, use the -vech()- function in Mata.  Here is an example.

. mata: 
------------------------------------------------- mata (type end to exit) ------------------------------------
: 
: x = 1::3

: x
       1
    +-----+
  1 |  1  |
  2 |  2  |
  3 |  3  |
    +-----+

: A = x*x'

: A
[symmetric]
       1   2   3
    +-------------+
  1 |  1          |
  2 |  2   4      |
  3 |  3   6   9  |
    +-------------+

: vech(A)
       1
    +-----+
  1 |  1  |
  2 |  2  |
  3 |  3  |
  4 |  4  |
  5 |  6  |
  6 |  9  |
    +-----+


-vech()- does not require that the matrix be symmetric and it uses the
lower triangle in forming the stacked elements.

        David
	ddrukker@stata.com

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