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Circulant Preconditioned Toeplitz Iterations by Angelo Gabriel Azaldegui Garcia is a document available to read on EtoBox.
This paper discusses solving least squares problems involving complex Toeplitz matrices using a preconditioned conjugate gradient method. The authors derive a circulant preconditioner and demonstrate that the singular values of the preconditioned matrix cluster around 1, leading to efficient convergence rates. The total complexity of the proposed algorithm is shown to be O(am log^2 n + m log n), with conditions for superlinear convergence and applications in ill-conditioned scenarios.
- Author
- Angelo Gabriel Azaldegui Garcia
- Language
- EN