A preconditioner for constrained and weighted least squares problems with Toeplitz structure (Q1913587)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A preconditioner for constrained and weighted least squares problems with Toeplitz structure |
scientific article |
Statements
A preconditioner for constrained and weighted least squares problems with Toeplitz structure (English)
0 references
7 October 1996
0 references
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.
0 references
Toeplitz structure
0 references
weighted least squares problem
0 references
preconditioned conjugate gradient method
0 references
spectrum
0 references
convergence
0 references