How to create an Nn x Nn matrix from N number of matrices of n x n size each?
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Here Xv is a 3x3 size matrix, A is a 3x3 matrix and samples = 1000 . I wish to create a 3000X3000 size matrix sigma by taking product of Xv and A and then putting the so obtained 3x3 matrix into the huge matrix of this form. I was trying this but it didnt work.
for i=1:1:samples/3
for j=1:1:samples/3
if i==j
sigma(i,j)=Xv(:,i);
elseif i<j
sigma(i,j)=Xv(:,i)*(A^(j-i))';
else
sigma(i,j)=A^(i-j)*Xv(:,i);
end
end
end
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