[問題] 如何把toeplitz matrix 轉成 diagonal

[KAINTS (大安Eason哥)]

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.

有辦法用matlab寫SVD的方式直接求出A嗎?? 這語法google過 但沒看到類似的解法
拜託板上大大幫助QQ


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