A Preconditioned MINRES Method for Nonsymmetric Toeplitz Matrices
نویسندگان
چکیده
Circulant preconditioners that cluster eigenvalues are well established for linear systems involving symmetric positive definite Toeplitz matrices. For these preconditioners rapid convergence of the preconditioned conjugate gradient method is guaranteed. Since circulant preconditioners can be applied quickly using the fast Fourier transform, preconditioned CG with circulant preconditioning is extremely effective for these Toepltiz systems.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 36 شماره
صفحات -
تاریخ انتشار 2015