Preconditioning random Toeplitz systems

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

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)757-770
頁數14
期刊Journal of Nonlinear and Convex Analysis
17
發行號4
出版狀態Published - 2016 一月 1

All Science Journal Classification (ASJC) codes

  • 分析
  • 幾何和拓撲
  • 控制和優化
  • 應用數學

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