Year: 2006
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 647–656
Abstract
Newton's iteration is modified for the computation of the group inverses of singular Toeplitz matrices. At each iteration, the iteration matrix is approximated by a matrix with a low displacement rank. Because of the displacement structure of the iteration matrix, the matrix-vector multiplication involved in Newton's iteration can be done efficiently. We show that the convergence of the modified Newton iteration is still very fast. Numerical results are presented to demonstrate the fast convergence of the proposed method.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2006-JCM-8780
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 647–656
Published online: 2006-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Newton's iteration Group inverse Toeplitz matrix Displacement rank.