Grocer Function
NAME
invvech - inverse of vech
CALLING SEQUENCE
[xi]=invvech(x,nr)
PARAMETERS
Input
- x = a (nrx1) vector
- nr = # of rows of the original matrix
Output
- xi = the original -vectorized by vech- matrix
DESCRIPTION
Retrieves from a matrix vectorized by vech the original matrix
EXAMPLE
a=grand(5,2,'nor',0,1);b=vech(a'*a);c=invvech(b,2)
C is equal to a'*a
AUTHOR
Eric Dubois 2002