Preconditioning random Toeplitz systems

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

Preconditioning random Toeplitz systems

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

數學系

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 T_nx = b by the conjugate gradient method (CG), when the eigenvalues of T_n 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
卷	17
發行號	4
出版狀態	Published - 2016 1月 1

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分析
幾何和拓撲
控制和優化
應用數學

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AU - Wong, Ngai Ching

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AB - 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.

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Preconditioning random Toeplitz systems

摘要

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