Like 'Toeplitz(c,r)', which means a Toeplitz matrix formed by a column vector 'c' and a row vector 'r'. Can we get the derivatives of this function?
Like $\frac{\partial{\text{Toeplitz}(c,r)}}{\partial c}$?
Like 'Toeplitz(c,r)', which means a Toeplitz matrix formed by a column vector 'c' and a row vector 'r'. Can we get the derivatives of this function?
Like $\frac{\partial{\text{Toeplitz}(c,r)}}{\partial c}$?
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Well, if your Toeplitz matrix is given by the function $$\eqalign{ T &= {\rm Toeplitz}(c,r) \cr }$$ then its gradient with respect to the $k^{th}$ component of the $c$ vector is the matrix $$\eqalign{ \frac{\partial T}{\partial c_k} &= {\rm Toeplitz}(e_k,0) \cr }$$ where $e_k$ is the $k^{th}$ vector of the standard cartesian basis.