Some operations with Toeplitz matrices
Based on the following paper: Zhang, Y., Leithead, W. E., & Leith, D. J. (2005). Time-series Gaussian process regression based on Toeplitz computation of O (N 2) operations and O (N)-level storage. Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC’05. 44th IEEE Conference on, 3711–3716.