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A Preconditioned MINRES method for nonsymmetric Toeplitz matrices

Abstract:

Circulant preconditioning for symmetric Toeplitz linear systems is well established; theoretical guarantees of fast convergence for the conjugate gradient method are descriptive of the convergence seen in computations. This has led to robust and highly efficient solvers based on use of the fast Fourier transform exactly as originally envisaged in [G. Strang, Stud. Appl. Math., 74 (1986), pp. 171--176]. For nonsymmetric systems, the lack of generally descriptive convergence theory for most ite...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1137/140974213

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
New College
Role:
Author
Publisher:
Society for Industrial and Applied Mathematics
Journal:
SIAM Journal on Matrix Analysis and Applications More from this journal
Volume:
36
Issue:
1
Pages:
273-288
Publication date:
2015-03-19
Acceptance date:
2015-01-02
DOI:
EISSN:
1095-7162
ISSN:
0895-4798
Keywords:
Pubs id:
pubs:516209
UUID:
uuid:f41db94b-39d9-42a6-8375-2d3bf3a48a05
Local pid:
pubs:516209
Source identifiers:
516209
Deposit date:
2017-11-27

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