Conjugate gradient methods for toeplitz systems
Publication in refereed journal

香港中文大學研究人員

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替代計量分析
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其它資訊
摘要In this expository paper, we survey some of the latest developments in using preconditioned conjugate gradient methods for solving Toeplitz systems. One of the main results is that the complexity of solving a large class of n-by-n Toeplitz systems is reduced to O(n log n) operations as compared to O(n log(2) n) operations required by fast direct Toeplitz solvers. Different preconditioners proposed for Toeplitz systems are reviewed. Applications to Toeplitz-related systems arising from partial differential equations, queueing networks, signal and image processing, integral equations, and time series analysis are given.
著者Chan RH, Ng MK
期刊名稱SIAM Review
出版年份1996
月份9
日期1
卷號38
期次3
出版社SIAM PUBLICATIONS
頁次427 - 482
國際標準期刊號0036-1445
電子國際標準期刊號1095-7200
語言英式英語
關鍵詞differential equations; integral equations; preconditioned conjugate gradient methods; preconditioners; queueing problems; signal and image processing; time series; Toeplitz matrices
Web of Science 學科類別Mathematics; Mathematics, Applied; MATHEMATICS, APPLIED

上次更新時間 2020-19-11 於 01:32