projectToeplitz {dbacf}

Projection onto the set of symmetric Toeplitz matrices

Description

Computes the orthogonal projection onto the space of symmetric Toeplitz matrices as given in Grigoriadis et al. (1994).

Usage

projectToeplitz(matrix)

Arguments

matrix

a symmetric matrix.

Value

The computed projection matrix.

References

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

See Also

nearPDToeplitz

Examples

 
A <- matrix(c(2, 1, 1, 1, 2, 0, 1, 0, 0), byrow = 3, nrow = 3)
projectToeplitz(A)