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Open AccessJournal ArticleDOI

Conjugate Gradient Methods for Toeplitz Systems

Raymond H. Chan, +1 more
- 01 Sep 1996 - 
- Vol. 38, Iss: 3, pp 427-482
TLDR
Some of the latest developments in using preconditioned conjugate gradient methods for solving Toeplitz systems are surveyed, finding that the complexity of solving a large class of $n-by-n$ ToePlitz systems is reduced to $O(n \log n)$ operations.
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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Factorization strategies for third-order tensors

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Fast, robust total variation-based reconstruction of noisy, blurred images

TL;DR: An efficient algorithm is presented for the discretized problem that combines a fixed point iteration to handle nonlinearity with a new, effective preconditioned conjugate gradient iteration for large linear systems.
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Statistical models of fracture

TL;DR: An overview of the results obtained with lattice models of the fracture, highlighting the relations with statistical physics theories and more conventional fracture mechanics approaches is presented.
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A computationally efficient superresolution image reconstruction algorithm

TL;DR: This work proposes efficient block circulant preconditioners for solving the Tikhonov-regularized superresolution problem by the conjugate gradient method and extends to underdetermined systems the derivation of the generalized cross-validation method for automatic calculation of regularization parameters.
References
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Spectral Analysis and Time Series

TL;DR: In this article, the authors introduce the concept of Stationary Random Processes and Spectral Analysis in the Time Domain and Frequency Domain, and present an analysis of Processes with Mixed Spectra.