A decomposition of Toeplitz matrices and optimal circulant preconditioning

DOI10.1016/0024-3795(91)90375-7zbMath0734.65039OpenAlexW2049445152MaRDI QIDQ811088

Miron Tismenetsky

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90375-7

zbMATH Keywords

Toeplitz matrixFrobenius normNumerical experimentscirculant matrixfast Fourier transformationiteration matricesoptimal circulant preconditioning

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

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Cites Work

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• The inversion of covariance matrices by finite Fourier transforms (Corresp.)
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