Sparse Toeplitz matrix construction

Produces a sparse Toeplitz matrix given only the first row and column, like built-in Toeplitz.

Description

This function bridges a small but annoying gap between TOEPLITZ, which constructs a Toeplitz matrix from its first row and column, and SPDIAGS, which creates a sparse matrix from its diagonals. SPTOEPLITZ has the same syntax and usage as TOEPLITZ, but it never constructs a dense matrix with more nonzeros than the final result.

• MATLAB release: MATLAB 7.3 (R2006b)

[John D'Errico]

A nice little utility.

[Jesse Blocher]