DIAG matrix function
Description
DIAG(A) Creates a diagonal matrix. The matrix argument can be either a numeric square matrix or a vector.
If matrix A is a square matrix, the DIAG function creates a column vector with its elements er equal to the corresponding diagonal elements er,r of A.
If matrix A is a vector, the DIAG function creates a matrix with diagonal elements er,r that are the values er in the vector. All off-diagonal elements are zeros.
Examples
DIAG({1,9,8}) returns {1,0,0|0,9,0|0,0,8}
DIAG({1,9,8|1,2,7|6,8,3}) returns {1|2|3}
DIAG(DIAG({1,9,8|1,2,7|6,8,3})) returns {1,0,0|0,2,0|0,0,3}
Calculator
See also
Recommended book
Matrix Algebra Useful for Statistics
Shayle R. Searle, Andre I. Khuri
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This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained.