Preconditioning random Toeplitz systems

zbMATH Open1349.47063MaRDI QIDQ2812263FDOQ2812263

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

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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)

Cited In (3)

• Additive Hermitian idempotent preservers between operator algebras
• A dynamic matrix exponential via a matrix cylinder transformation
• Random weighted shifts

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