An efficient conjugate gradient preconditioner for Toeplitz systems (Q582805)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient conjugate gradient preconditioner for Toeplitz systems |
scientific article |
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An efficient conjugate gradient preconditioner for Toeplitz systems (English)
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1990
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The authors consider the conjugate gradient method for the solution of a system of linear equations with a possibly perturbed positive definite Toeplitz matrix T. They suggest a preconditioning matrix which arises naturally from the triangular decomposition of a characteristic submatrix of T. Some analysis of the presented method is given and its performance is tested numerically. The method is a variant of incomplete factorization methods.
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conjugate gradient method
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Toeplitz matrix
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preconditioning matrix
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triangular decomposition
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incomplete factorization methods
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