[線代] toepitz 變成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.

有想過要用SVD的求法 但有點卡住了 拜託板上大大幫助QQ

--
※ 發信站: 批踢踢實業坊(ptt.cc) 
◆ From: 140.112.175.109
→ KAINTS      :我是要求A@@
→ infernodimon:QR iteration?