We consider the iterative solution of weighted Toeplitz least squares problems. Our approach is based on an augmented system formulation. We focus our attention on two types of preconditioners: a variant of constraint preconditioning, and the Hermitian/skew-Hermitian splitting (HSS) preconditioner. Bounds on the eigenvalues of the preconditioned matrices are given in terms of problem and algorithmic parameters, and numerical experiments are used to illustrate the performance of the preconditioners. © 2006 Society for Industrial and Applied Mathematics.
Preconditioned iterative methods for weighted toeplitz least squares problems
Benzi, Michele;
2006
Abstract
We consider the iterative solution of weighted Toeplitz least squares problems. Our approach is based on an augmented system formulation. We focus our attention on two types of preconditioners: a variant of constraint preconditioning, and the Hermitian/skew-Hermitian splitting (HSS) preconditioner. Bounds on the eigenvalues of the preconditioned matrices are given in terms of problem and algorithmic parameters, and numerical experiments are used to illustrate the performance of the preconditioners. © 2006 Society for Industrial and Applied Mathematics.File in questo prodotto:
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