A total least squares method for Toeplitz systems of equations

被引：0
|
作者：
Julie Kamm
James G. Nagy
机构：
[1] Raytheon Systems,Department of Mathematics
[2] Southern Methodist University,undefined
来源：
BIT Numerical Mathematics | 1998年 / 38卷
关键词：
65F10; 65F20; Bisection; circulant preconditioner; Newton's method; Toeplitz matrix; total least squares;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A Newton method to solve total least squares problems for Toeplitz systems of equations is considered. When coupled with a bisection scheme, which is based on an efficient algorithm for factoring Toeplitz matrices, global convergence can be guaranteed. Circulant and approximate factorization preconditioners are proposed to speed convergence when a conjugate gradient method is used to solve linear systems arising during the Newton iterations.
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页码：560 / 582
页数：22
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