Preconditioned Random Toeplitz Operators
Numerical Analysis
2013-08-20 v1
Abstract
The solution of Hermitian positive definite random Toeplitz systems by the preconditioned conjugate gradient method for the Strang circulant preconditioner is studied. We established the foundation for this method by extending the work of Brown-Halmos on Toeplitz operators and Grenander-Szeg\"o on Teoplitz form to random Teoplitz operators.
Cite
@article{arxiv.1308.4018,
title = {Preconditioned Random Toeplitz Operators},
author = {W. F. Ke and K. F. Lai and N. C. Wong},
journal= {arXiv preprint arXiv:1308.4018},
year = {2013}
}