A preconditioner for constrained and weighted least squares problems with Toeplitz structure

DOI10.1007/BF01740547zbMath0848.65023OpenAlexW2011703906MaRDI QIDQ1913587

Xiao-qing Jin

Publication date: 7 October 1996

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01740547

zbMATH Keywords

convergencespectrumpreconditioned conjugate gradient methodweighted least squares problemToeplitz structure

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (4)

Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations ⋮ Condition numbers for a linear function of the solution to the constrained and weighted least squares problem and their statistical estimation ⋮ Improved Schur complement preconditioners for block-Toeplitz systems with small size blocks ⋮ Perturbation bounds for constrained and weighted least squares problems

Cites Work

• Unnamed Item
• The circulant operator in the Banach algebra of matrices
• Iterative refinement for constrained and weighted linear least squares
• A note on best conditioned preconditioners
• The Spectrum of a Family of Circulant Preconditioned Toeplitz Systems
• A Proposal for Toeplitz Matrix Calculations
• An Optimal Circulant Preconditioner for Toeplitz Systems
• Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
• A Family of Block Preconditioners for Block Systems
• Circulant Preconditioned Toeplitz Least Squares Iterations
• Conjugate Gradient Methods for Toeplitz Systems
• A Note on Preconditioned Block Toeplitz Matrices

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