Toeplitz Matrix

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Description

Generate Toeplitz matrix from column and row vector.

Usage

1
Toeplitz(a, b)

Arguments

a

vector that will be the first column

b

vector that if present will form the first row.

Details

Toeplitz(a, b) returns a (non-symmetric) Toeplitz matrix whose first column is a and whose first row is b. The following rows are shifted to the left.

If the first element of b differs from the last element of a it is overwritten by this one (and a warning sent).

Value

Matrix of size (length(a), length(b)).

Note

stats::Toeplitz does not allow to specify the row vector, that is returns only the symmetric Toeplitz matrix.

See Also

hankel

Examples

1
2
Toeplitz(c(1, 2, 3, 4, 5))
Toeplitz(c(1, 2, 3, 4, 5), c(1.5, 2.5, 3.5, 4.5, 5.5))

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