A preconditioner for constrained and weighted least squares problems with Toeplitz structure (Q1913587)
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scientific article; zbMATH DE number 881186
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| English | A preconditioner for constrained and weighted least squares problems with Toeplitz structure |
scientific article; zbMATH DE number 881186 |
Statements
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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0.8883715867996216
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0.8870887160301208
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0.8420420289039612
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0.8213807940483093
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