BTTB preconditioners for BTTB least squares problems
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Publication:2431148
The authors analyze the least squares problem \(\min_{x}\|\mathbf{b}-T\mathbf{x}\|_{2}\) using preconditioned conjugate gradient (PCG) methods, where \(T\) is a large rectangular matrix which consists of several square block-Toeplitz-Toeplitz-block (BTTB) matrices and \(\mathbf{b}\) is a column vector. They propose a BTTB preconditioner to speed up the PCG method and prove that the BTTB preconditioner is a good preconditioner. Numerical results are also discussed.
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Cited in
(5)- New preconditioners for systems of linear equations with Toeplitz structure
- Preconditioning Toeplitz-plus-diagonal linear systems using the Sherman-Morrison-Woodbury formula
- BTTB preconditioners for BTTB systems
- Circulant Preconditioned Toeplitz Least Squares Iterations
- Structured condition numbers of structured Tikhonov regularization problem and their estimations
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