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research article

Iterative Toeplitz solvers with local quadratic convergence

Linzer, Elliot
•
Vetterli, Martin  
1993
Computing

We study an iterative, locally quadratically convergent algorithm for solving Toeplitz systems of equations from [R. P. Brent, F. G. Gustavson and D. Y. Y. Yun. ''Fast solution of Toeplitz systems of equations and computation of Pade approximations'', J. Algorithms, 1:259-295, 1980]. We introduce a new iterative algorithm that is locally quadratically convergent when used to solve symmetric positive definite Toeplitz systems. We present a set of numerical experiments on randomly generated symmetric positive definite Toeplitz matrices. In these experiments, our algorithm performed significantly better than the previously proposed algorithm.

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Type
research article
DOI
10.1007/BF02248694
Author(s)
Linzer, Elliot
Vetterli, Martin  
Date Issued

1993

Published in
Computing
Volume

49

Issue

4

Start page

339

End page

347

Subjects

Toeplitz

•

iterative methods

•

steepest descent

•

quadratic convergence

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LCAV  
Available on Infoscience
April 18, 2005
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/212835
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