Preconditioning random Toeplitz systems

Wen Fong Ke, King Fai Lai, Tsung Lin Lee, Ngai Ching Wong

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

It can be very slow in solving large Toeplitz system Tnx = b by the conjugate gradient method (CG), when the eigenvalues of Tn split apart. The preconditioning of a Toeplitz operator by the Strang circulants has been shown to be very efficient. In this paper, we study the applicability of the preconditioning method when a random noise exists. Together with rigorous discussions in theory, numerical examples are also given.

Original languageEnglish
Pages (from-to)757-770
Number of pages14
JournalJournal of Nonlinear and Convex Analysis
Volume17
Issue number4
Publication statusPublished - 2016 Jan 1

All Science Journal Classification (ASJC) codes

  • Analysis
  • Geometry and Topology
  • Control and Optimization
  • Applied Mathematics

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