Preconditioned Iterative Methods for Weighted Toeplitz Least Squares Problems

نویسندگان

  • Michele Benzi
  • Michael K. Ng
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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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 27  شماره 

صفحات  -

تاریخ انتشار 2006