I have an identity matrix in MATLAB which is used in some regression analysis for joint hypothesis tests. However, when I change the linear restrictions for my tests, I can no longer rely on the identity matrix.
To give a simple example, here is some code which produces an identity matrix depending on the value of y
:
for i = [1, 2, 4]
y = i
x = 5;
H = eye(y*x)
end
However, what I need is not the identity matrix, but the first two rows and all others to be zero.
For the first example, the code produces an eye(5)
:
H =
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
0 0 0 0 1
I need something that given y
does not produce the identity but in fact produces:
H =
1 0 0 0 0
0 1 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
Can I adjust the identity matrix to include zeroes only after the first two rows?
As suggested in this comment you can use diag
:
diag([ones(2,1); zeros(x*y-2,1)])
This works because diag
makes a vector become the main diagonal of a square matrix, so you can simply feed it the diagonal vector, which is your case would be 2 1s and the rest 0s.
Of course if you need a variable amount of 1s, which I was in doubt about hence the comment,
n=2;
diag([ones(n,1); zeros(x*y-n,1)])