Recursive self preconditioning method based on Schur complement for Toeplitz matrices

DOI10.1007/S11075-012-9603-9zbMATH Open1277.65017OpenAlexW2017363106MaRDI QIDQ1944751FDOQ1944751

Faezeh Toutounian, Nasser Akhoundi

Publication date: 27 March 2013

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-012-9603-9

zbMATH Keywords

numerical resultsrecursive algorithmToeplitz matrixstabilitypreconditioninglinear systemiterative methodmatrix inversionSchur complementdisplacement rank representationGohberg-Semencul formulaiterative refinement

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Cites Work

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• The Fitting of Time-Series Models
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• Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
• On the application of orthogonal polynomials to the iterative solution of linear systems of equations with indefinite or non-Hermitian matrices
• New band Toeplitz preconditioners for ill-conditioned symmetric positive definite Toeplitz systems
• Block Diagonal and Schur Complement Preconditioners for Block-Toeplitz Systems with Small Size Blocks
• Recursive-Based PCG Methods for Toeplitz Systems with Nonnegative Generating Functions
• Flexible conjugate gradients
• Preconditioners for non-Hermitian Toeplitz systems
• Approximate inverse-free preconditioners for Toeplitz matrices

Cited In (2)

• Modify Levinson algorithm for symmetric positive definite Toeplitz system
• On \(k\)-step CSCS-based polynomial preconditioners for Toeplitz linear systems with application to fractional diffusion equations

Uses Software

• mctoolbox

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