Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner
This paper studies the solution of symmetric positive definite Toeplitz systems $Ax = b$ by the preconditioned conjugate gradient method. The preconditioner is a circulant matrix C that copies the middle diagonals of A, and each iteration uses the Fast Fourier Transform. Convergence is governed by the eigenvalues of $C^{ …