fn spectral_matrix(
beta: &[f64],
d: usize,
order: usize,
f: f64,
) -> DMatrix<Complex<f64>>Expand description
Build the multivariate-autoregressive spectral matrix
A(f) = I − Σ_{k=0}^{order−1} A_{k+1} · e^{−i2πf(k+1)} at normalised
frequency f ∈ [0, 0.5), from the row-major VAR coefficient stack beta
((order·d) × d). Block k is transposed on the fly:
coeff_block.T[i, j] = beta[k·d + j, i]. A(f) is a general complex,
non-Hermitian matrix.