Mercurial > hg > octave-nkf
view scripts/special-matrix/toeplitz.m @ 20279:db30302bedc3
Added tag rc-4-0-0-3 for changeset 065f933ef083
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 10 Apr 2015 14:41:21 -0400 |
parents | 9fc020886ae9 |
children | 2645f9ef8c88 |
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## Copyright (C) 1993-2015 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 from the first column @var{c}, ## and (optionally) the first row @var{r}. If the first element of @var{r} ## is not the same as the first element of @var{c}, 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} ## @end deftypefn ## Author: jwe && jh function retval = toeplitz (c, r) if (nargin < 1 || nargin > 2) print_usage (); endif if (nargin == 1) if (! isvector (c)) error ("toeplitz: C must be a vector"); endif r = c; nr = length (c); nc = nr; else if (! (isvector (c) && isvector (r))) error ("toeplitz: C and R must be vectors"); elseif (r(1) != c(1)) warning ("toeplitz: column wins diagonal conflict"); endif nr = length (c); nc = length (r); endif if (nr == 0 || nc == 0) ## Empty matrix. retval = zeros (nr, nc, class (c)); return; 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(:).'; # enforce row vector r = r(:).'; # enforce row vector 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]) %!assert (toeplitz ([1, 2, 3], [1; -3; -5]), [1, -3, -5; 2, 1, -3; 3, 2, 1]) %!assert (toeplitz ([1, 2, 3], [1; -3i; -5i]), [1, -3i, -5i; 2, 1, -3i; 3, 2, 1]) ## Test input validation %!error toeplitz () %!error toeplitz (1, 2, 3) %!error <C must be a vector> toeplitz ([1, 2; 3, 4]) %!error <C and R must be vectors> toeplitz ([1, 2; 3, 4], 1) %!error <C and R must be vectors> toeplitz (1, [1, 2; 3, 4])