ToeplitzInverseUpdate.R
`ToeplitzInverseUpdate` <-
function( GI, r, rnew )
{
g <- rev(c(r,rnew)[-1])
GIg <- c(crossprod(GI,g))
e <- 1/(r[1]-sum(g*GIg))
f <- -GIg*e
A <- GI + outer(GIg,GIg)*e
rbind(cbind(A,f),c(f,e))
}