A decomposition of Toeplitz matrices and optimal circulant preconditioning
نویسندگان
چکیده
منابع مشابه
Using ω-circulant matrices for the preconditioning of Toeplitz systems
Toeplitz systems can be solved efficiently by using iterative methods such as the conjugate gradient algorithm. If a suitable preconditioner is used, the overall cost of the method is O(n logn) arithmetic operations. Circulant matrices are frequently employed for the preconditioning of Toeplitz systems. They can be chosen as preconditioners themselves, or they can be used for the computation of...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1991
ISSN: 0024-3795
DOI: 10.1016/0024-3795(91)90375-7