An efficient conjugate gradient preconditioner for Toeplitz systems
The authors consider the conjugate gradient method for the solution of a system of linear equations with a possibly perturbed positive definite Toeplitz matrix T. They suggest a preconditioning matrix which arises naturally from the triangular decomposition of a characteristic submatrix of T. Some analysis of the presented method is given and its performance is tested numerically. The method is a variant of incomplete factorization methods.
scientific article; zbMATH DE number 4131530
scientific article