Superoptimal approximation for unbounded symbols

被引：9
作者：
Estatico, Claudio [1 ,2 ]
Serra-Capizzano, Stefano [3 ]
机构：
[1] Dipartimento Matemat & Informat, I-09124 Cagliari, Italy
[2] Dipartimento Matemat, I-16146 Genoa, Italy
[3] Dipartimento Fis & Matemat, I-22100 Como, Italy
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 2008年 / 428卷 / 2-3期
关键词：
Toeplitz and circulant inatrices; preconditioning; function and matrix approximation;
D O I：
10.1016/j.laa.2007.06.010
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The superoptimal Frobenius approximation of Toeplitz matrices is considered in connection with the case of unbounded symbols. In particular, we use the superoptimal approximation as preconditioner for the CG method when a Fisher-Hartwig singularity is present in the symbol, with special regard to systems coming from times series and financial applications. A theoretical discussion concerning classical circulant preconditioners and a numerical comparison with the Strang and with the optimal approximations are presented particularly with reference to the presence of noise. (c) 2007 Elsevier Inc. All rights reserved.
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页码：564 / 585
页数：22
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