R: Toeplitz Matrix

Toeplitz {pracma} | R Documentation

## Toeplitz Matrix

### Description

Generate Toeplitz matrix from column and row vector.

### Usage

    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

    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))

[Package pracma version 2.0.4 Index]