datah2T.txt Toeplitz matrix with rho=0.6 for Problem 1 of H2, ISA5305/2013 5 1.0 0.6 0.36 0.216 0.1296 0.6 1.0 0.6 0.36 0.216 0.36 0.6 1.0 0.6 0.36 0.216 0.36 0.6 1.0 0.6 0.1296 0.216 0.36 0.6 1.0