Modified Newton's algorithm for computing the group inverses of singular Toeplitz matrices

Jian-feng Cai*, Michael K. Ng, Yi-min Wei

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

11 Citations (Scopus)

Abstract

Newton's iteration is modified for the computation of the group inverses of singular Toeplitz matrices. At each iteration, the iteration matrix is approximated by a matrix with a low displacement rank. Because of the displacement structure of the iteration matrix, the matrix-vector multiplication involved in Newton's iteration can be done efficiently. We show that the convergence of the modified Newton iteration is still very fast. Numerical results are presented to demonstrate the fast convergence of the proposed method.

Original languageEnglish
Pages (from-to)647-656
Number of pages10
JournalJournal of Computational Mathematics
Volume24
Issue number5
Publication statusPublished - Sept 2006

Scopus Subject Areas

  • Computational Mathematics

User-Defined Keywords

  • Newton’s iteration
  • Group inverse
  • Toeplitz matrix
  • Displacement rank

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