Preconditioned Iterative Methods for Weighted Toeplitz Least Squares Problems

Michele Benzi*, Michael K. Ng

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

67 Citations (Scopus)
58 Downloads (Pure)

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.

Original languageEnglish
Pages (from-to)1106-1124
Number of pages19
JournalSIAM Journal on Matrix Analysis and Applications
Volume27
Issue number4
DOIs
Publication statusPublished - 31 Jul 2006

Scopus Subject Areas

  • Analysis

User-Defined Keywords

  • Augmented matrix
  • Constraint preconditioning
  • Eigenvalue bounds
  • Image restoration
  • Iterative methods
  • Preconditioning
  • Splittings

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