Scientific applications of iterative Toeplitz solvers
DOI10.1007/BF02576004zbMath0904.65038OpenAlexW2032185916MaRDI QIDQ1127952
Michael Kwok-Po Ng, Raymond Honfu Chan
Publication date: 10 August 1998
Published in: Calcolo (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02576004
complexitytime seriesiterative methodpreconditionersToeplitz matricessignal and image processingpreconditioned conjugate gradient methodsqueueing problems
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Computing methodologies for image processing (68U10) Numerical methods for integral equations (65R20) Queueing theory (aspects of probability theory) (60K25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Applications to the sciences (65Z05) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Complexity and performance of numerical algorithms (65Y20) Probabilistic methods, stochastic differential equations (65C99)
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