Displacement preconditioner for Toeplitz least squares iterations

zbMath0809.65038MaRDI QIDQ1344408

James G. Nagy, Robert J. Plemmons, Raymond Honfu Chan

Publication date: 12 February 1995

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/118545

zbMATH Keywords

complexityalgorithmnumerical examplesfast Fourier transformcondition numberpreconditioned conjugate gradient methodsuperlinear convergenceleast squares problemsToeplitz matricescirculant preconditionerdisplacement representation

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (5)

A direction set based algorithm for least squares problems in adaptive signal processing ⋮ Solution of Toeplitz normal equations by sine transform based preconditioning ⋮ Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems ⋮ Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999 ⋮ Dedication to Robert J. Plemmons

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