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C++ API

: commutation_matrix (m, n)

Return the commutation matrix K(m,n) which is the unique m*n by m*n matrix such that K(m,n) * vec(A) = vec(A') for all m by n matrices A.

If only one argument m is given, K(m,m) is returned.

See Magnus and Neudecker (1988), Matrix Differential Calculus with Applications in Statistics and Econometrics.

Package: octave