Toeplitz matrix

Summary

A Toeplitz matrix is a matrix that is constant along each diagonal parallel to the main diagonal. Its entry in row $i$ and column $j$ depends only on the difference $i - j$. Toeplitz matrices describe discrete convolutions and stationary time series, and linear systems with them can be solved faster than general systems. They are closely related to Hankel matrices, which are constant along the anti-diagonals.