Abstract

For a Toeplitz or Toeplitz-like matrix T, we define a preconditioning applied to the symmetrized matrix T H T, which decreases the condition number compared to the one of T H T and even the one of T. This enables us to accelerate the conjugate gradient algorithm for solving Toepiltz and Toeplitz-like linear systems, thus extending the previous results of [1], restricted to the Hermitian positive definite case. The extension relies on some recent formulae of Gohberg and Olshevsky for the inverses of Toeplitz-like matrices.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.