matrixcalc (version 1.0-3)

toeplitz.matrix: Toeplitz Matrix

Description

This function constructs an order n Toeplitz matrix from the values in the order 2 * n - 1 vector x.

Usage

toeplitz.matrix(n, x)

Arguments

n

a positive integer value for order of matrix greater than 1

x

a vector of values used to construct the matrix

Value

An order n matrix.

Details

The element T[i,j] in the Toeplitz matrix is x[i-j+n].

References

Monahan, J. F. (2011). Numerical Methods of Statistics, Cambridge University Press.

Examples

# NOT RUN {
T <- toeplitz.matrix( 4, seq( 1, 7 ) )
print( T )
# }