Vector to lower-triangular matrix

2013 3 5
1 个回答
更新时间：2021 6 29
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Hello.
Im trying to estimate multivariate normal distribution. Correlation matrix is one of the parameters, and I need to have all parameters in a vector for fmincon.
I can vectorize a lower-triangular of correlation matrix, indeed, but how do I do an opposite?
I mean, I have a matrix C - a correlation matrix:
1 c12 c13
C = c12 1 c23
c13 c23 1
Then I do:
a = tril(C,-1);
a = a(:);
b = a(a(:)>0);
b = [c12; c13; c23];
I get b - a vectorized lower-triangular matrix. How can I do an opposite (for matrices of any dimensions)? To get a lower-triangular matrix from a vector? Thanks!

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Matt J
Matt J 2021-6-29
编辑：Matt J 2021-6-29
Ran in:

1 个投票

Ran in:
b=rand(1,10)
b = 1×10
0.5909 0.3646 0.0131 0.7843 0.1867 0.2957 0.2750 0.2019 0.1148 0.6168
n=roots([1,1,-2*numel(b)]);
n=n(n>0)+1;
validateattributes(n,{'numeric'},{'positive', 'integer'}) %numel(b) must be a pyramidal number
C=tril(ones(n),-1);
C(logical(C))=b;
C=C+C.'+eye(n)
C = 5×5
1.0000 0.5909 0.3646 0.0131 0.7843 0.5909 1.0000 0.1867 0.2957 0.2750 0.3646 0.1867 1.0000 0.2019 0.1148 0.0131 0.2957 0.2019 1.0000 0.6168 0.7843 0.2750 0.1148 0.6168 1.0000

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Somebody
Somebody
2013-3-5

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Matt J
Matt J
2021-6-29

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