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Descripción
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| In this paper we introduce and analyse a new preconditioner for Toeplitz matrices that exhibits excellent spectral properties: the eigenvalues of the preconditioned matrix are highly clustered around the unity. As a result, it yields very rapid convergence when used to solve Toeplitz equations via the preconditioned conjugate gradient method. The new preconditioner can be regarded as a refinement of preconditioners built by embedding the Toeplitz matrix in a positive definite circulant. Necessary and sufficient conditions that ensure that the positive definite embedding is possible are given. | |
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Internacional
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Si |
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JCR del ISI
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Si |
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Título de la revista
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IEEE SIGNAL PROCESSING LETTERS |
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ISSN
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1070-9908 |
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Factor de impacto JCR
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1,203 |
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Información de impacto
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Volumen
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16 |
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DOI
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10.1109/LSP.2009.2024735 |
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Número de revista
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9 |
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Desde la página
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758 |
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Hasta la página
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761 |
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Mes
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SEPTIEMBRE |
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Ranking
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