% TOE_TIMES_Y Computes the Toeplitz matrix-vector multiplication. % % [CTY] = TOE_TIMES_Y(ct,y) % % This function uses the modified Durbin-Levinson's algorithm to calculate % the matrix-vector product, i.e. Q*y, where Q is a strictly Toeplitz % matrix, with ct defined as the top row of Q, and y is any vector of % length as the same size of Q. % % Inputs: % ct = Top row of Toeplitz matrix, Q, of dimension {1 x N} % y = Column vector of dimension {N x 1} % % Outputs: % CTY = Returns the matrix-vector product of Q*y % % % The computation is written in C code for execution of fast algorithm. % The origin of the fast algorithm is contributed by Y. Zhang (2005) for % the use in Gaussian Process Prior Models. % % % (C) Gaussian Process Toeplitz Toolbox 1.0 % (C) Copyright 2005-2007, Keith Neo % http://www.hamilton.ie