R: Toeplitz Matrix

toeplitz.matrix {matrixcalc} | R Documentation

## 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

### Details

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

### Value

An order n matrix.

### Note

If the argument n is not a positive integer, the function presents an error message and stops. If the length of x is not equal to 2 * n - 1, the function presents an error message and stops.

### Author(s)

Frederick Novomestky fnovomes@poly.edu

### References

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

### Examples

    T <- toeplitz.matrix( 4, seq( 1, 7 ) )
    print( T )

[Package matrixcalc version 1.0-3 Index]