An introduction to iterative Toeplitz solvers

丛 书 名：Fundamentals of algorithms

版本说明：illustrated edition

作     者：Raymond Hon-Fu Chan and Xiao-Qing Jin 

I S B N：(纸本) 9780898716368 

出 版 社：Society for Industrial and Applied Mathematics 

出 版 年：2007年

主 题 词：Mathematical Analysis - General Miscellaneous Matrices Determinants Mathematical Analysis - Functional Analysis Numerical Analysis Solutions 

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

馆 藏 号：201729378...

摘      要：Toeplitz systems arise in a variety of applications in mathematics, scientific computing, and engineering, including numerical partial and ordinary differential equations, numerical solutions of convolution-type integral equations, stationary autoregressive time series in statistics, minimal realization problems in control theory, system identification problems in signal processing, and image restoration problems in image processing. This practical book introduces current developments in using iterative methods for solving Toeplitz systems based on the preconditioned conjugate gradient method. The authors focus on the important aspects of iterative Toeplitz solvers and give special attention to the construction of efficient circulant preconditioners. Applications of iterative Toeplitz solvers to practical problems are addressed, enabling readers to use the book methods and algorithms to solve their own problems.