Splitting iterations for circulant-plus-diagonal systems

Numerical Linear Algebra with Applications

Volumn 12, Issue 8, 2005, Pages 779-792

  Ho, Man Kiu ^a   Ng, Michael K ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Circulant matrix; Diagonal matrix; Normal; Skew Hermitian matrix; Splitting iteration method

Indexed keywords

EID: 26644433905     PISSN: 10705325     EISSN: None     Source Type: Journal    
DOI: 10.1002/nla.451     Document Type: Conference Paper

References (7)

1. Reichel L. A matrix problem with application to rapid solution of integral equations. SIAM Journal on Statistical and Scientific Computing 1990; 11:262-280.
2. Chan R, Ng MK. Conjugate gradient methods for solving Toeplitz systems. SIAM Review 1996; 38:427-482.
3. Kailath T, Sayed A. Displacement structure: theory and applications. SIAM Review 1995; 37:297-386.
4. Bai ZZ, Golub GH, Ng MK. Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems. SIAM Journal on Matrix Analysis and Applications 2003; 24:603-626.
5. Bai ZZ, Golub GH, Ng MK. On successive-overrelaxation acceleration of the Hermitian and skew-Hermitian splitting iterations. Technical Report SCCM-02-06.
6. Benzi M, Golub GH. An iterative method for generalized saddle-point problems. SIAM Journal on Matrix Analysis and Applications 2004; 26:20-41.
7. Young D. Iterative Solution of Large Linear Systems. Academic Press: New York and London, 1971.