help mata diag()
-------------------------------------------------------------------------------
Title
[M-5] diag() -- Create diagonal matrix
Syntax
numeric matrix diag(numeric matrix Z)
numeric matrix diag(numeric vector z)
Description
diag() creates diagonal matrices.
diag(Z), Z a matrix, extracts the principal diagonal of Z to create a new
matrix. Z must be square.
diag(z), z a vector, creates a new matrix with the elements of z on its
diagonal.
Remarks
Do not confuse diag() with its functional inverse, diagonal(); see [M-5]
diagonal(). diag() creates a matrix from a vector (or matrix);
diagonal() extracts the diagonal of a matrix into a vector.
Use of diag() should be avoided because it wastes memory. The colon
operators will allow you to use vectors directly:
Desired calculation Equivalent
---------------------------------------------
diag(v)*X,
v a column v:*X
v a row v':*X
v a matrix diagonal(v):*X
X*diag(v)
v a column X:*v'
v a row X:*v
v a matrix X:*diagonal(v)'
---------------------------------------------
In the above table, it is assumed that v is real. If v might be complex,
the transpose operators that appear must be changed to transposeonly()
calls, because we do not want the conjugate. For instance, v':*X would
become transposeonly(v):*X.
Conformability
diag(Z):
Z: m x n
result: min(m,n) x min(m,n)
diag(z):
z: 1 x n or n x 1
result: n x n
Diagnostics
None.
Source code
diag.mata
Also see
Manual: [M-5] diag()
Help: [M_5] _diag(), [M-5] diagonal(), [M-5] isdiagonal(); [M-4]
manipulation
