Hankel Matrix

Generate Hankel matrix from column and row vector

hankel(a, b)

Arguments

a

vector that will be the first column

b

vector that if present will form the last row.

Details

hankel(a) returns the square Hankel matrix whose first column is a and whose elements are zero below the secondary diagonal. (I.e.: b may be missing.)

hankel(a, b) returns a Hankel matrix whose first column is a and whose last row is b. If the first element of b differs from the last element of a it is overwritten by this one.

Value

matrix of size (length(a), length(b))

See also

Toeplitz, hadamard

Examples

hankel(1:5, 5:1)
#>      [,1] [,2] [,3] [,4] [,5]
#> [1,]    1    2    3    4    5
#> [2,]    2    3    4    5    4
#> [3,]    3    4    5    4    3
#> [4,]    4    5    4    3    2
#> [5,]    5    4    3    2    1