A preconditioner for constrained and weighted least squares problems with Toeplitz structure (Q1913587)

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A preconditioner for constrained and weighted least squares problems with Toeplitz structure
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    A preconditioner for constrained and weighted least squares problems with Toeplitz structure (English)
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    7 October 1996
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    The constrained and weighted least squares problem and the preconditioned conjugate gradient method for solving it are studied. The author constructs a new preconditioner and gives the spectrum properties for it. The convergence rate and the operation costs of the algorithms are also given.
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    Toeplitz structure
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    weighted least squares problem
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    preconditioned conjugate gradient method
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    spectrum
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    convergence
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