toep.mult {SuperGauss}

Toeplitz matrix multiplication.

Description

Efficient matrix multiplication with Toeplitz matrix and arbitrary matrix or vector.

Usage

toep.mult(acf, X)

Arguments

acf

Length-N vector giving the first column (or row) of the Toeplitz matrix.

X

Vector or matrix of compatible dimensions with acf.

Value

An N-row matrix corresponding to toeplitz(acf) %*% X.

Examples

N <- 20
d <- 3
acf <- exp(-(1:N))
X <- matrix(rnorm(N*d), N, d)
toep.mult(acf, X)