I’m thinking of make a command to change Hankel matrix into x time series

    y =
      [17    24     1     8    15
      23     5     7    14    16
       4     6    13    20    22
      10    12    19    21     3
      11    18    25     2     9] my question how could  I use function to be x =  [17 ,24,5,7,13,20,21,3,9].

[Shantanu Dixit]

Could you please elaborate, it's a bit unclear what you're asking. Thanks

Answer 1

[David Goodmanson]

Hi Ahmed,

here is one way

y = magic(5)

n = size(y,2);
x = zeros(1,2*n-1);
x(1:2:end) = diag(y).';
x(2:2:end) = diag(y,1).'

[Ahmed]

it did not work

Unable to perform assignment because the left and right sides have a different number of elements.

I have n * m matrix 5000*3000

i want to have x of time series from hankel matrix

[David Goodmanson]

Hi Ahmed,

your example was a square matrix. I changed the code in the answer so it works when there are more rows than columns, such as 5000x3000. Except in that case, at row 3000 the pattern will hit column 3000 at the right hand side of the matrix. This leaves a 2000x3000 matrix at the bottom that is not being sampled from. Is anythng supposed to happen then?