Linzer, Elliot
Vetterli, Martin
Iterative Toeplitz solvers with local quadratic convergence
Computing
10.1007/BF02248694
49
4
339-347
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.
Toeplitz;
iterative methods;
steepest descent;
quadratic convergence;
1993
http://infoscience.epfl.ch/record/33898/files/LinzerV93.pdf;