Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher–Hartwig singularity | |
Seak-Weng Vong![]() | |
2008-01-15 | |
Source Publication | Linear Algebra and its Applications
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ISSN | 0024-3795 |
Volume | 428Issue:2-3Pages:535-549 |
Abstract | Recently, Lu and Hurvich [Y. Lu, C. Hurvich, On the complexity of the preconditioned conjugate gradient algorithm for solving toeplitz systems with a Fisher–Hartwig singularity, SIAM J. Matrix Anal. Appl. 27 (2005) 638–653] used the preconditioned conjugate gradient method with the optimal circulant preconditioner proposed in Chan [T. Chan, An optimal circulant preconditioner for Toeplitz systems, SIAM J. Sci. Statist. Comput. 9 (1988) 766–771] for solving the Toeplitz system Tn(f )x = b where the generating function f is given by f (ω) = |1 − e−iω| −2dh(ω) with d ∈ −1 2 , 1 2 \{0}. The function h(ω) is positive continuous on [−π, π] and differentiable on [−π, π]\{0}. In this paper, we will use the superoptimal circulant preconditioner proposed by Tyrtyshnikov [E. Tyrtyshnikov, Optimal and superoptimal circulant preconditioners, SIAM J. Matrix Anal. Appl. 13 (1992) 459–473] to solve the same problem when 0 |
Keyword | Pcg Method Superoptimal Circulant Preconditioner Toeplitz System Fisher–hartwig Singularity Optimal Circulant Preconditioner |
DOI | https://doi.org/10.1016/j.laa.2007.05.032 |
Indexed By | SCI |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Mathematics |
WOS ID | WOS:000252172800011 |
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Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology DEPARTMENT OF MATHEMATICS |
Corresponding Author | Seak-Weng Vong; Xiao-Qing Jin |
Affiliation | Department of Mathematics, University of Macau, Macao, China |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Seak-Weng Vong,Wei Wang,Xiao-Qing Jin. Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher–Hartwig singularity[J]. Linear Algebra and its Applications,2008,428(2-3):535-549. |
APA | Seak-Weng Vong,Wei Wang,&Xiao-Qing Jin.(2008).Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher–Hartwig singularity.Linear Algebra and its Applications,428(2-3),535-549. |
MLA | Seak-Weng Vong,et al."Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher–Hartwig singularity".Linear Algebra and its Applications 428.2-3(2008):535-549. |
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