Construction of preconditioners for Wiener-Hopf equations by operator splitting
The authors propose a new type of preconditioners for solving finite section Wiener-Hopf integral equations by the preconditioned conjugate gradient algorithm. How the preconditioners are constructed is very similar to the approach used in the additive Schwarz method for elliptic problems. The resulting preconditioned equations are discretized by the rectangular rule. Numerical results show that the presented methods converge faster than those preconditioned by using circulant integral operators.
finite section Wiener-Hopf integral equations
preconditioned conjugate gradient algorithm
scientific article; zbMATH DE number 803676
scientific article