Circulant integral operators as preconditioners for Wiener-Hopf equations (Q1891844)

The authors study the solution of the Wiener-Hopf equation \((\sigma I + K) x = g\), where the integral operator \((Kx)(t) = \int^\infty_0 k(t - s) x(s) ds\) is self adjoint and positive definite, \(k \in L_1(- \infty, \infty)\), \(g \in L_2(0,\infty)\), \(\sigma > 0\), by the preconditioned conjugate gradient method. A scheme of constructing circulant integral operators as preconditioners for the equation and numerical examples are given.