An efficient conjugate gradient preconditioner for Toeplitz systems

DOI10.1016/0377-0427(90)90360-CMaRDI QIDQ582805zbMATH OpenFDO

Authors Eugen Schäfer, Ingrid Sporer

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90360-C

zbMATH Keywords

conjugate gradient methodincomplete factorization methodspreconditioning matrixToeplitz matrixtriangular decomposition

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Review text

The authors consider the conjugate gradient method for the solution of a system of linear equations with a possibly perturbed positive definite Toeplitz matrix T. They suggest a preconditioning matrix which arises naturally from the triangular decomposition of a characteristic submatrix of T. Some analysis of the presented method is given and its performance is tested numerically. The method is a variant of incomplete factorization methods.

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Cites work

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Cited in

(10)

• Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices
• A fast, preconditioned conjugate gradient Toeplitz and Toeplitz-like solvers
• C. G. preconditioning for Toeplitz matrices
• The preconditioner for Hermitian Toeplitz systems
• Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
• Toeplitz Preconditioners Constructed from Linear Approximation Processes
• scientific article; zbMATH DE number 2069439 (Why is no real title available?)
• scientific article; zbMATH DE number 1475263 (Why is no real title available?)
• scientific article; zbMATH DE number 822859 (Why is no real title available?)
• A modified T. Chan's preconditioner for Toeplitz systems

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