An Introduction to Iterative Toeplitz Solvers

Raymond Hon-Fu CHAN, Xiao-Qing JIN

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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. 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. An appendix containing the MATLAB programs used to generate the numerical results is included.
Original languageEnglish
PublisherSociety for Industrial and Applied Mathematics Publications
Number of pages118
ISBN (Electronic)9780898718850
ISBN (Print)9780898716368
Publication statusPublished - 2007
Externally publishedYes


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