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Conjugate Gradient Methods for Toeplitz Systems

Published: 01 September 1996 Publication History

Abstract

In this expository paper, we survey some of the latest developments in using preconditioned conjugate gradient methods for solving Toeplitz systems. One of the main results is that the complexity of solving a large class of $n$-by-$n$ Toeplitz systems is reduced to $O(n \log n)$ operations as compared to $O(n \log ^2 n)$ operations required by fast direct Toeplitz solvers. Different preconditioners proposed for Toeplitz systems are reviewed. Applications to Toeplitz-related systems arising from partial differential equations, queueing networks, signal and image processing, integral equations, and time series analysis are given.

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Published In

cover image SIAM Review
SIAM Review  Volume 38, Issue 3
Sept. 1996
146 pages
ISSN:0036-1445
  • Editor:
  • R. Sincovec
Issue’s Table of Contents

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Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 September 1996

Author Tags

  1. Toeplitz matrices
  2. differential equations
  3. integral equations
  4. preconditioned conjugate gradient methods
  5. preconditioners
  6. queueing problems
  7. signal and image processing
  8. time series

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