TY - EJOUR
DO - 10.1007/BF02248694
AB - 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.
T1 - Iterative Toeplitz solvers with local quadratic convergence
IS - 4
DA - 1993
AU - Linzer, Elliot
AU - Vetterli, Martin
JF - Computing
SP - 339-347
VL - 49
EP - 339-347
ID - 33898
KW - Toeplitz
KW - iterative methods
KW - steepest descent
KW - quadratic convergence
UR - http://infoscience.epfl.ch/record/33898/files/LinzerV93.pdf
ER -