On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity (Q5470482)
From MaRDI portal
scientific article; zbMATH DE number 5029255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity |
scientific article; zbMATH DE number 5029255 |
Statements
On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity (English)
0 references
31 May 2006
0 references
Toeplitz matrix
0 references
circulant matrix
0 references
expected periodogram
0 references
spectral density
0 references
preconditioning
0 references
covariance matrix
0 references
time series
0 references
condition number
0 references
