Preconditioned Iterative Methods for Weighted Toeplitz Least Squares Problems
نویسندگان
چکیده
We consider the iterative solution of weighted Toeplitz least squares problems. Our approach is based on an augmented system formulation. We focus our attention on two types of preconditioners: a variant of constraint preconditioning, and the Hermitian/skew-Hermitian splitting (HSS) preconditioner. Bounds on the eigenvalues of the preconditioned matrices are given in terms of problem and algorithmic parameters, and numerical experiments are used to illustrate the performance of the preconditioners.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 27 شماره
صفحات -
تاریخ انتشار 2006