A fast, preconditioned conjugate gradient Toeplitz and Toeplitz-like solvers
A new preconditioning is applied to the symmetrized matrix \(T^H T\), where \(T\) is a Toeplitz or Toeplitz-like matrix, which decreases the condition number. This method accelerates the conjugate gradient algorithm for solving Toeplitz or Toeplitz-like linear systems.
scientific article; zbMATH DE number 820314