Abstract
It is frequently more convenient to write a matrix in vector form. For lack of a suitable term, we have coined for this operation the phrase “vectorization of a matrix”.
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Notes
- 1.
Even if n > m, the procedure given below will produce a basis as well, except that the unit vectors e ⋅j will then be m-element column vectors.
- 2.
This term will be formally defined in a later chapter; for the moment the reader may think of white noise as a sequence of zero mean uncorrelated random variables with finite variance.
- 3.
For lack of established terminology, we term such operation rematricizing.
- 4.
For an explicit derivation, see Sect. 2.7.
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Dhrymes, P.J. (2013). Matrix Vectorization. In: Mathematics for Econometrics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8145-4_4
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