AR1 process with dense matrices

AR1 process on \textbf{z} vectors are currently under the form :

\textbf{z} + D\textbf{z} = L\textbf{w} where \textbf{w} is a normal noise of zero mean and unit variance and D is a diagonal matrix: 1/\tau_zI (I identity).

Need to change these AR1 process so that D can be dense.