% TOEP3_INVDIAG         Returns the diagonal elements of inverse Toeplitz
% matrix.
%
% [DY] = TOEP3_INVDIAG(ct)
%
% This calculates the diagonal elements of an inverse of a covariance
% matrix, Q, where Q is symmetical postive-definite Toeplitz matrix.
%
% Input:
%       ct  = Top row of Toeplitz matrix, Q, of dimension {1 x N}
%
% Output:
%       DY  = Returns the diagonal elements of inv(Q), dim{N x 1}
%
% The fast algorithm uses Yule-Walker equation with Trench Algorithm, to
% calculate the diagonal elements only, henceforth speeds up calculations.
%
%
% 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 <keith.neo@nuim.ie>
%                          http://www.hamilton.ie