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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 57 (1990), S. 85-95 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65F10, 65F20 ; CR: G 1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Recently Eiermann, Marek, and Niethammer have shown how to applysemiiterative methods to a fixed point systemx=Tx+c which isinconsistent or in whichthe powers of the fixed point operator T have no limit, to obtain iterative methods which converge to some approximate solution to the fixed point system. In view of their results we consider here stipulations on apreconditioning QAx=Qb of the systemAx=b and, separately, on asplitting A=M−N which lead to fixed point systems such that, with the aid of a semiiterative method, the iterative scheme converges to a weighted Moore-Penrose solution to the systemAx=b. We show in several ways that to obtain a meaningful limit point from a semiiterative method requires less restrictions on the splittings or the reconditionings than those which have been required in the classical Picard iterative method (see, e.g., the works of Berman and Plemmons, Berman and Neumann, and Tanabe). We pay special attention to the case when the weighted Moore-Penrose solution which is sought is the minimal norm least squares solution toAx=b.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 60 (1991), S. 341-373 
    ISSN: 0945-3245
    Keywords: 65J10 ; 65F10
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper, the potentials of so-calledlinear semiiterative methods are considered for the approximate solution of linear ill-posed problems and ill conditioned matrix equations. Several efficient two-step methods are presented, most of which have been introduced earlier in the literature. Stipulating certain conditions concerning the smoothness of the solution, a notion of optimal speed of convergence may be formulated. Various direct and converse results are derived to illustrate the properties of this concept. If the problem's right hand side data are contaminated by noise, semiiterative methods may be used asregularization methods. Assuming optimal rate of convergence of the iteration for the unperturbed problem, the regularized approximations will be of order optimal accuracy. To derive these results, specific properties of polynomials are used in connection with the basic theory of solving ill-posed problems. Rather recent results onfast decreasing polynomials are applied to answer an open question of Brakhage. Numerical examples are given including a comparison to the method of conjugate gradients.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Numerical algorithms 7 (1994), S. 183-199 
    ISSN: 1572-9265
    Keywords: Circulant matrices ; conjugate gradient ; preconditioner ; Toeplitz matrices ; AMS(MOS) 65F10 ; 65F15
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we introduce a new preconditioner for banded Toeplitz matrices, whose inverse is itself a Toeplitz matrix. Given a banded Hermitian positive definite Toeplitz matrixT, we construct a Toepliz matrixM such that the spectrum ofMT is clustered around one; specifically, if the bandwidth ofT is β, all but β eigenvalues ofMT are exactly one. Thus the preconditioned conjugate gradient method converges in β+1 steps which is about half the iterations as required by other preconditioners for Toepliz systems that have been suggested in the literature. This idea has a natural extension to non-banded and non-Hermitian Toeplitz matrices, and to block Toeplitz matrices with Toeplitz blocks which arise in many two dimensional applications in signal processing. Convergence results are given for each scheme, as well as numerical experiments illustrating the good convergence properties of the new preconditioner.
    Type of Medium: Electronic Resource
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