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ANALYSIS OF PRECONDITIONING TECHNIQUES FOR ILL-CONDITIONED TOEPLITZ MATRICES

被引：45
作者：
DIBENEDETTO, F
机构：
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1995年 / 16卷 / 03期
关键词：
TOEPLITZ MATRIX; CONJUGATE GRADIENT METHOD; PRECONDITIONING;
D O I：
10.1137/0916041
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Several preconditioning techniques for solving Toeplitz systems are known in literature, but their convergence features are completely understood only in the well-conditioned case. We study the application of tau, circulant, and Hartley preconditioners to ill-conditioned Toeplitz matrices by proving that only the first class realizes a rate of convergence not depending on the dimension of the system.
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页码：682 / 697
页数：16
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