Given 2n - 1 numbers a_k, where k = - n + 1, ..., -1, 0, 1, ..., n - 1, a Toeplitz matrix is a matrix which has constant values along negative-sloping diagonals, i.e., a matrix of the form [a_0 | a_(-1) | a_(-2) | ... | a_(-n + 1) a_1 | a_0 | a_(-1) | ⋱ | ⋮ a_2 | a_1 | a_0 | ⋱ | a_(-2) ⋮ | ⋱ | ⋱ | ⋱ | a_(-1) a_(n - 1) | ... | a_2 | a_1 | a_0].
ToeplitzMatrix
Otto Toeplitz