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1619 he was ordered to leave the kingdom. He went to Brussels, whence in February he wrote to Bacon on Spanish affairs (Spedding, xiv. 20). Two translations occupied the next year of his exile. The first was ‘The Confession of the Incomparable Doctour, S. Augustine, translated into English: Together with a Large Preface, which it will much import to be read over first; that so the book itself may both profit and please the reader more.’ It was very sharply answered by Matthew Sutcliffe [q. v.], dean of Exeter, in his vituperative ‘Unmasking of a Masse Monger,’ London, 1626, in which frank allusion is made to the alleged libertinism of Tobie's youth. Another translation, issued anonymously in 1620, but undoubtedly by Matthew (Peacham's ascription, in Truth of our Time, p. 102, being corroborated by internal evidence), was entitled ‘A Relation of the Death of the most illustrious Lord, Sigr Troilo Sauelli, a baron of Rome, who was there beheaded in the castle of Sant Angelo, on the 18 of Aprill 1592.’ Another edition, ‘more correct,’ appeared in 12mo in 1663, entitled ‘The Penitent Bandito,’ and signed by Sir T. M., knight, to which in the British Museum copy is added the author's name in full in Anthony à Wood's handwriting.

In the meantime Lord Bristol's influence was being exerted to procure Matthew's permanent return. On 29 Dec. 1621 he landed at Dover, and after a short delay was permitted to proceed to London. In May 1622 he dined with Gondomar; in June, at the instance of Buckingham's mother, he sustained the catholic cause against Dr. Wright in a disputation before the king (Diary of Walter Yonge, Camd. Soc. p. 60). He had the goodwill of Buckingham (see his Letters to the Duke, ap. Goodman, ii. 267–70), and seems to have exerted himself to obtain that of the king, as in 1622 he acquainted the government with a scheme for erecting titular Roman catholic bishoprics in England, and the project was accordingly nipped in the bud. In 1623 he was rewarded with the confidence of the king, who despatched him to Madrid to advise Charles and Buckingham, and he amused the prince by penning a flattering and witty, but somewhat licentious, description of the beauties of the infanta's mind and person (copied in Harl. MS. 1576). The Prince of Wales, in a postscript to a letter from Buckingham to the king (dated 20 June 1623), related how ‘little prittie Tobie Matthew’ came to entreat them to send to the king what he called ‘a pictur of the Infanta's drawen in black and white:’ ‘We pray you let none lafe at it but yourselfe and honnest Kate [the Duchess of Buckingham]. He thinkes he hath hitt the naille of the head, but you will fynd it foolishest thing that ever you saw’ (ib. 6987). In a letter to her lord, dated 16 July, ‘honnest Kate’ deplores that ‘she hath not seen the picktur Toby Mathus ded. … I do immagen what a rare pesce it is being of his doing.’ On 8 Aug. he wrote from Madrid a letter of comfort to the duchess, assuring her that the duke continued supreme ‘in the prince's heart’ (Goodman, Court of James I, ii. 303). While in Spain Matthew had some sharp rallies with a rival wit, Archie [see Armstrong, Archibald] (Chamberlain to Sir Dudley Carleton, ap. Court and Times of James I, ii. 423). It does not appear that he greatly assisted the negotiations, but shortly before the prince's departure he sent a memorandum to the catholic king, protesting as strongly as was feasible against the ‘voto’ of the ‘theologi’ (Cabala, 1691, p. 303). On his return he attended the court with assiduity, and on 20 Oct. 1623 he was knighted by the king at Royston, ‘for what service,’ says Chamberlain, ‘God knows’ (Nichols, Progresses of James I, iv. 931; Metcalfe, Book of Knights, p. 181). These marks of royal favour led his parents to relent and invite him to York. At his father's house there he relates how ‘it happened that there came by accident, if not by designe, a kind of lustie knott, if it might not rather goe for a little colledge, of certaine eminent Clergiemen,’ by whom he found himself inveigled into controversial discussion. Provoked at last to a warm utterance of his views, he states ‘it was strange to see how they wrung their hands, and their whites of eyes were turned up, and their devout sighes were sent abroad to testifie their grief that I would utter myself after that manner.’ During these two years (1622–3) he had much serious talk with the archbishop, who derived what consolation he could from the fact that his son was content to read such protestant manuals as he put before him. Sir Tobie even cherished the hope of making a proselyte of his father. On his mother's fervent puritanism he could make little impression, and his filial piety suffered in consequence. ‘My mother,’ he wrote, upon her death in May 1629, ‘went out of the world calling for her silkes and toyes and trinketts, more like an ignorant childe of foure yeares than like a talking scripturist of almost foure score’ (Neligan). His father on his death in 1628 is stated to have left him in his will only a piece of plate of twenty marks, having in his lifetime given him over 14,000l. (Willis, Cathedrals (York), p. 53).