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The shifted classical circulant and skew circulant splitting iterative methods for Toeplitz matrices

机译:Toeplitz矩阵的移位经典循环和偏斜循环分裂迭代方法

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摘要

It is known that every Toeplitz matrix T enjoys a circulant and skew circulant splitting (denoted by CSCS), i.e., T=C-S with C a circulant matrix and S a skew circulant matrix. Based on the variant of such a splitting (also referred to as CSCS), we first develop classical CSCS iterative methods and then introduce shifted CSCS iterative methods for solving hermitian positive definite Toeplitz systems in this paper. The convergence of each method is analyzed. Numerical experiments show that the classical CSCS iterative methods work slightly better than the Gauss-Seidel (GS) iterative methods if the CSCS is convergent and that there is always a constant $lpha$ such that the shifted CSCS iteration converges much faster than the Gauss-Seidel iteration, no matter whether the CSCS itself is convergent or not.
机译:众所周知,每个托普利兹矩阵T都具有循环和偏斜的循环分裂(用CSCS表示),即,T = C-S,其中C是循环矩阵,S是偏斜的循环矩阵。基于这种分裂的变体(也称为CSCS),我们首先开发经典的CSCS迭代方法,然后介绍移位的CSCS迭代方法来求解厄米正定定Toeplitz系统。分析了每种方法的收敛性。数值实验表明,如果CSCS是收敛的,则经典CSCS迭代方法的效果要比高斯-赛德尔(GS)迭代方法稍好,并且始终存在一个常数 alpha $,使得移位后的CSCS迭代的收敛速度比高斯快得多。 -Seidel迭代,无论CSCS本身是否收敛。

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