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Book Synopsis
Toeplitz systems arise in a variety of applications in mathematics, scientific computing, and engineering, including numerical partial and ordinary differential equations, numerical solutions of convolution-type integral equations, stationary auto-regressive time series in statistics, minimal realisation problems in control theory, system identification problems in signal processing, and image restoration problems in image processing. This practical book introduces current developments in using iterative methods for solving Toeplitz systems based on the preconditioned conjugate gradient method. The authors focus on the important aspects of iterative Toeplitz solvers and give special attention to the construction of efficient circulant preconditioners. Applications of iterative Toeplitz solvers to practical problems are addressed, enabling readers to use the book's methods and algorithms to solve their own problems. An appendix containing the MATLAB programs used to generate the numeri

An Introduction to Iterative Toeplitz Solvers

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    A Paperback by Raymond Hon-Fu Chan

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      View other formats and editions of An Introduction to Iterative Toeplitz Solvers by Raymond Hon-Fu Chan

      Publisher: Society for Industrial and Applied Mathematics
      Publication Date: Publication Date: 11/22/2007
      ISBN13: 9780898716368, 978-0898716368
      ISBN10: 0898716365

      Description

      Book Synopsis
      Toeplitz systems arise in a variety of applications in mathematics, scientific computing, and engineering, including numerical partial and ordinary differential equations, numerical solutions of convolution-type integral equations, stationary auto-regressive time series in statistics, minimal realisation problems in control theory, system identification problems in signal processing, and image restoration problems in image processing. This practical book introduces current developments in using iterative methods for solving Toeplitz systems based on the preconditioned conjugate gradient method. The authors focus on the important aspects of iterative Toeplitz solvers and give special attention to the construction of efficient circulant preconditioners. Applications of iterative Toeplitz solvers to practical problems are addressed, enabling readers to use the book's methods and algorithms to solve their own problems. An appendix containing the MATLAB programs used to generate the numeri

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