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How to create a Toeplitz matrix?

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Omar B.
Omar B. on 11 Feb 2020
Commented: Omar B. on 11 Feb 2020
How to create a symmetric positive definite Toeplitz matrix with entries ?

Accepted Answer

Jon
Jon on 11 Feb 2020
Edited: Jon on 11 Feb 2020
You can use MATLAB toeplitz function for this.
See the documentation by typing doc toeplitz on the command line.
Since your toeplitz matrix is symmetric you just need to define the first row, let's call it r and then use
A = toeplitz(r)
Using the formula you have given it should be quite straight forward to assign r. In your formula just set i = 1 since you just want to define the first row, and then let j go from 1 to 500. So something like
i = 1;
jCol = 1:500
r = 1./(1 + abs(1 - jCol)) % note ./ does element by element division
A = toeplitz(r)
  1 Comment
Omar B.
Omar B. on 11 Feb 2020
Thank you very much. I got it.

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