[SciPy-User] Working with covariance matrices in toeplitz form?

[Ryan J. Kinnear]

Dear list,

I am working with some Gaussian processes.  I'm interested in whether or 
not it's possible to pass around covariance matrices simply as vectors, 
taking advantage of the Toeplitz structure.  From what I've read, and 
what I've gleaned from looking at the source code my impression is that 
the answer to this question is negative.

Has anyone done any work on this?  Could this be a potential feature?

Regards,

-Ryan