[線代] toepitz 變成diagonal
想請問一下我給定一個toeplitz matrix要如何轉成 diagonal matrxi
假定Cx=[ a b 0 ... 0 ] where Cx is m by n.
[ b a b ... 0 ]
[ 0 b a b . 0 ]
[ ........... ]
[ b ]
[ 0 ... b a ]
Cy=ACxA^t,where Cy is a diagonal matrix which the entries for Cyij=a for i=j
Cyij=0 for i=\=j,Cy is m by n.
有想過要用SVD的求法 但有點卡住了 拜託板上大大幫助QQ
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