Toeplitz Matrix

In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant.

The Toeplitz Decomposition app decomposes a nonnegative definite symmetric Toeplitz matrix into the upper Cholesky factor R which is an upper triangular matrix such that A = R' * R and the lower Cholesky factor L is a lower triangular matrix such that A = L L'.