Toeplitz matrices

The above matrices are examples of so-called Toeplitz matrices. A Toeplitz matrix is a matrix in which each descending diagonal from left to right is constant. For instance the last matrix, which we rewrite as

$$ \boldsymbol{A}=\begin{bmatrix}a_0 & 0 & 0 \\ a_1 & a_0 & 0 \\ a_2 & a_1 & a_0 \\ a_3 & a_2 & a_1 \\ 0 & a_3 & a_2 \\ 0 & 0 & a_3 \end{bmatrix}, $$

with elements \( a_{ii}=a_{i+1,j+1}=a_{i-j} \) is an example of a Toeplitz matrix. Such a matrix does not need to be a square matrix. Toeplitz matrices are also closely connected with Fourier series, because the multiplication operator by a trigonometric polynomial, compressed to a finite-dimensional space, can be represented by such a matrix. The example above shows that we can represent linear convolution as multiplication of a Toeplitz matrix by a vector.