An Optimal Circulant Preconditioner for Toeplitz Systems

作者: Tony F. Chan

DOI: 10.1137/0909051

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摘要: Given a Toeplitz matrix A, we derive an optimal circulant preconditioner C in the sense of minimizing ${\|C - A\|}_F $. It is in general different from the one proposed earlier by Strang [“A …

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