On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity (Q5470482)
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scientific article; zbMATH DE number 5029255
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| English | On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity |
scientific article; zbMATH DE number 5029255 |
Statements
On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity (English)
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31 May 2006
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Toeplitz matrix
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circulant matrix
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expected periodogram
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spectral density
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preconditioning
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covariance matrix
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time series
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condition number
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0.8463393
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0.84452075
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0.8436891
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0.8381968
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0.8336367
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0.8333415
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