view scripts/special-matrix/toeplitz.m @ 11523:fd0a3ac60b0e

update copyright notices
author John W. Eaton <jwe@octave.org>
date Fri, 14 Jan 2011 05:47:45 -0500
parents 693e22af08ae
children c792872f8942
line wrap: on
line source

## Copyright (C) 1993-2011 John W. Eaton
## Copyright (C) 2009 VZLU Prague
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn  {Function File} {} toeplitz (@var{c})
## @deftypefnx {Function File} {} toeplitz (@var{c}, @var{r})
## Return the Toeplitz matrix constructed given the first column @var{c},
## and (optionally) the first row @var{r}.  If the first element of @var{c}
## is not the same as the first element of @var{r}, the first element of
## @var{c} is used.  If the second argument is omitted, the first row is
## taken to be the same as the first column.
##
## A square Toeplitz matrix has the form:
## @tex
## $$
## \left[\matrix{c_0    & r_1     & r_2      & \cdots & r_n\cr
##               c_1    & c_0     & r_1      & \cdots & r_{n-1}\cr
##               c_2    & c_1     & c_0      & \cdots & r_{n-2}\cr
##               \vdots & \vdots  & \vdots   & \ddots & \vdots\cr
##               c_n    & c_{n-1} & c_{n-2} & \ldots & c_0}\right]
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## c(0)  r(1)   r(2)  @dots{}  r(n)
## c(1)  c(0)   r(1)  @dots{} r(n-1)
## c(2)  c(1)   c(0)  @dots{} r(n-2)
##  .     .      .   .      .
##  .     .      .     .    .
##  .     .      .       .  .
## c(n) c(n-1) c(n-2) @dots{}  c(0)
## @end group
## @end example
##
## @end ifnottex
## @seealso{hankel, vander, sylvester_matrix, hilb, invhilb}
## @end deftypefn

## Author: jwe && jh

function retval = toeplitz (c, r)

  if (nargin == 1)
    r = c;
  elseif (nargin != 2)
    print_usage ();
  endif

  if (! (isvector (c) && isvector (r)))
    error ("toeplitz: expecting vector arguments");
  endif

  nc = length (r);
  nr = length (c);

  if (nr == 0 || nc == 0)
    ## Empty matrix.
    retval = zeros (nr, nc, class (c));
    return;
  endif

  if (r (1) != c (1))
    warning ("toeplitz: column wins diagonal conflict");
  endif

  ## If we have a single complex argument, we want to return a
  ## Hermitian-symmetric matrix (actually, this will really only be
  ## Hermitian-symmetric if the first element of the vector is real).

  if (nargin == 1 && iscomplex (c))
    c = conj (c);
    c(1) = conj (c(1));
  endif

  if (issparse(c) && issparse(r))
    c = c(:).';
    r = r(:).';
    cidx = find(c);
    ridx = find(r);

    ## Ignore the first element in r.
    ridx = ridx(ridx > 1);

    ## Form matrix.
    retval = spdiags(repmat(c(cidx),nr,1),1-cidx,nr,nc)+...
        spdiags(repmat(r(ridx),nr,1),ridx-1,nr,nc);
  else  
    ## Concatenate data into a single column vector.
    data = [r(end:-1:2)(:); c(:)];

    ## Get slices.
    slices = cellslices (data, nc:-1:1, nc+nr-1:-1:nr);

    ## Form matrix.
    retval = horzcat (slices{:});
  endif
endfunction

%!assert((toeplitz (1) == 1
%! && toeplitz ([1, 2, 3], [1; -3; -5]) == [1, -3, -5; 2, 1, -3; 3, 2, 1]
%! && toeplitz ([1, 2, 3], [1; -3i; -5i]) == [1, -3i, -5i; 2, 1, -3i; 3, 2, 1]));

%!error toeplitz ([1, 2; 3, 4], 1);

%!error toeplitz ();

%!error toeplitz (1, 2, 3);