projectToeplitz {dbacf} | R Documentation |
Computes the orthogonal projection onto the space of symmetric Toeplitz matrices as given in Grigoriadis et al. (1994).
projectToeplitz(matrix)
matrix |
a symmetric matrix. |
The computed projection matrix.
Grigoriadis, K.M., Frazho, A., Skelton, R. (1994). Application of alternating convex projection methods for computation of positive Toeplitz matrices, IEEE Transactions on signal processing 42(7), 1873–1875
A <- matrix(c(2, 1, 1, 1, 2, 0, 1, 0, 0), byrow = 3, nrow = 3)
projectToeplitz(A)