diff --git a/src/utilities.jl b/src/utilities.jl
new file mode 100644
index 0000000000000000000000000000000000000000..c4cfa701874f57bbbe560734d8e1414841890c33
--- /dev/null
+++ b/src/utilities.jl
@@ -0,0 +1,11 @@
+function toeplitz{T}(c::Array{T},r::Array{T})
+    nc = length(c)
+    nr = length(r)
+    A = zeros(T, nc, nr)
+    A[:,1] = c
+    A[1,:] = r
+    for i in 2:nr
+        A[2:end,i] = A[1:end-1,i-1]
+    end
+    A
+end