toeplitz.matrix

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

 math

A collection of functions to support matrix calculations
for probability, econometric and numerical analysis. There are
additional functions that are comparable to APL functions which
are useful for actuarial models such as pension mathematics.
This package is used for teaching and research purposes at the
Department of Finance and Risk Engineering, New York
University, Polytechnic Institute, Brooklyn, NY 11201.
Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326.
Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507.
Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

S. Thomas Kelly

matrixcalc

Collection of Functions for Matrix Calculations

toeplitz.matrix function

<dl> <dt>n</dt>
<dd>a positive integer value for order of matrix greater than 1</dd> <dt>x</dt>
<dd>a vector of values used to construct the matrix</dd></dl>

Arguments

Frederick Novomestky <a href="/link/fnovomes%40poly.edu?package=matrixcalc&version=1.0-6" data-mini-rdoc="matrixcalc::fnovomes@poly.edu">fnovomes@poly.edu</a>

Author

Toeplitz Matrix — toeplitz.matrix

<dl>

 <dt>n</dt>
<dd>a positive integer value for order of matrix greater than 1</dd>

 <dt>x</dt>
<dd>a vector of values used to construct the matrix</dd>

</dl>

Frederick Novomestky <a href='mailto:fnovomes@poly.edu'>fnovomes@poly.edu</a>

toeplitz.matrix: Toeplitz Matrix

Description

Usage

Value

Arguments

Author

Details

References

Examples