/* *----------------------------------------------------------------------------- * file: mattoepz.c * desc: matrix mathematics - toeplitz matrix * by: ko shu pui, patrick * date: 26 nov 91 v0.1 * revi: 14 may 92 v0.2 * ref: * [1] Mary L.Boas, "Mathematical Methods in the Physical Sciene," * John Wiley & Sons, 2nd Ed., 1983. Chap 3. * *----------------------------------------------------------------------------- */ #include #include "matrix.h" /* *----------------------------------------------------------------------------- * funct: mat_SymToeplz * desct: create a n x n symmetric Toeplitz matrix from * a n x 1 correlation matrix * given: R = correlation matrix (n x 1) * retrn: the symmetric Toeplitz matrix *----------------------------------------------------------------------------- */ MATRIX mat_SymToeplz( R ) MATRIX R; { int i, j, n; MATRIX T; n = MatRow(R); T = mat_creat(n, n, UNDEFINED); for (i=0; i