Solution of Toeplitz normal equations by sine transform based preconditioning

被引：0
|
作者：
Di Benedetto, F [1 ]
机构：
[1] Univ Genoa, Dipartimento Matemat, I-16146 Genoa, Italy
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1998年 / 285卷 / 1-3期
关键词：
Toeplitz matrix; least-squares; normal equations; preconditioning; sine transform;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The normal equations constructed by a Toeplitz matrix are studied, in order to find a suitable preconditioner related to the discrete sine transform. New results are given about the structure of the product of two Toeplitz matrices, which allow the CGN method to achieve a superlinear rate of convergence. This preconditioner outperforms the circulant one for the iterative solution of Toeplitz least-squares problems; such strategy can also be applied to nonsymmetric linear systems. A block generalization is discussed. (C) 1998 Elsevier Science Inc. All rights reserved.
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页码：229 / 255
页数：27
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