Toeplitz Matrix
This function constructs an order n Toeplitz matrix from the values in the order 2 * n - 1 vector x.
toeplitz.matrix(n, x)
n |
a positive integer value for order of matrix greater than 1 |
x |
a vector of values used to construct the matrix |
The element T[i,j] in the Toeplitz matrix is x[i-j+n].
An order n matrix.
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.
Frederick Novomestky fnovomes@poly.edu
Monahan, J. F. (2011). Numerical Methods of Statistics, Cambridge University Press.
T <- toeplitz.matrix( 4, seq( 1, 7 ) ) print( T )
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