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Symmetric vectorization (SCS convention)

Source: R/utils.R
vec_symm.Rd

Returns a vectorized representation of a symmetric matrix X, with off-diagonal entries scaled by sqrt(2) to make the SCS-style dot product <vec_symm(A), vec_symm(B)> = trace(A B) hold.

Usage

vec_symm(X)

Arguments

X

A symmetric matrix.

Value

A numeric vector of length n*(n+1)/2.

Details

Mirrors diffcp.cones.vec_symm (Python).