Preconditioning random Toeplitz systems

MaRDI QIDQ2812263zbMATH OpenFDO

Authors Wen-Fong Ke, Tsung-Lin Lee, Ngai-Ching Wong, King-Fai Lai

Publication date 16 June 2016

Published in Journal of Nonlinear and Convex Analysis (Search for Journal in Brave)

Full work available at URL http://www.yokohamapublishers.jp/online2/opjnca/vol17/p757.html

zbMATH Keywords

preconditioned conjugate gradient methodrandom circulant matrixrandom Toeplitz operator

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random linear operators (47B80)

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