Circulant preconditioners for Toeplitz-block matrices

DOI10.1007/BF02149764zbMath0793.65020WikidataQ57397409 ScholiaQ57397409MaRDI QIDQ1316071

Julia A. Olkin, Tony F. Chan

Publication date: 14 March 1994

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

numerical experimentsconjugate gradient methodpreconditionersactive noise controlblock Toeplitz matricescirculant approximation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (26)

Circulant preconditioners for discrete ill-posed Toeplitz systems ⋮ Toeplitz approximate inverse preconditioner for banded Toeplitz matrices ⋮ Block band Toeplitz preconditioners derived from generating function approximations: analysis and applications ⋮ Band preconditioners for block-Toeplitz -- Toeplitz-block systems ⋮ Kronecker product and SVD approximations in image restoration ⋮ Parametric inverse of severely ill-conditioned Hermitian matrices in signal processing ⋮ Scientific applications of iterative Toeplitz solvers ⋮ Fast approximate likelihood evaluation for stable VARFIMA processes ⋮ BTTB preconditioners for BTTB systems ⋮ BTTB preconditioners for BTTB least squares problems ⋮ Spectral analysis of singular matrices in SIMO channel ⋮ Computation of asymptotic spectral distributions for sequences of grid operators ⋮ Computing preconditioners via subspace projection ⋮ Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations ⋮ A preconditioned fast finite difference method for space-time fractional partial differential equations ⋮ A family of modified regularizing circulant preconditioners for two-levels Toeplitz systems ⋮ New preconditioners for systems of linear equations with Toeplitz structure ⋮ Computationally efficient methods for two multivariate fractionally integrated models ⋮ A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes ⋮ Preconditioning techniques for an image deblurring problem ⋮ A preconditioned fast quadratic spline collocation method for two-sided space-fractional partial differential equations ⋮ Statistical Methods for Regular Monitoring Data ⋮ Fast Bayesian estimation for VARFIMA processes with stable errors ⋮ Convergence of the alternating minimization algorithm for blind deconvolution ⋮ A Framework for Regularization via Operator Approximation ⋮ The ubiquitous Kronecker product

Cites Work

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• The circulant operator in the Banach algebra of matrices
• Stability of Methods for Solving Toeplitz Systems of Equations
• A Proposal for Toeplitz Matrix Calculations
• An Optimal Circulant Preconditioner for Toeplitz Systems
• Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
• Design and analysis of Toeplitz preconditioners
• Optimal and Superoptimal Circulant Preconditioners
• Circulant and Skewcirculant Matrices for Solving Toeplitz Matrix Problems
• A Family of Block Preconditioners for Block Systems
• FFT-Based Preconditioners for Toeplitz-Block Least Squares Problems
• Circulant Preconditioned Toeplitz Least Squares Iterations
• Circulant Preconditioners for Hermitian Toeplitz Systems
• Spectral Properties of Preconditioned Rational Toeplitz Matrices: The Nonsymmetric Case

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