Preconditioned Random Toeplitz Operators

Abstract

The solution of Hermitian positive definite random Toeplitz systems $Ax=b$ by the preconditioned conjugate gradient method for the Strang circulant preconditioner is studied. We established the foundation for this method by extending the work of Brown-Halmos on Toeplitz operators and Grenander-Szegö on Teoplitz form to random Teoplitz operators.

References in corpus (1)

• Spectral measure of large random Hankel, Markov and Toeplitz matrices

Cited by in corpus (1)

• Linear systems over rings of measurable functions and conjugate gradient methods