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.
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