On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher--Hartwig Singularity

The Toeplitz matrix $T_n$ with generating function $f ( \omega ) = |1 - e ^{-i \omega}|^{-2d} h( \omega )$, where $d \in (-\frac{1}{2}, \frac{1}{2})\setminus \{0\}$ and $h(\omega)$ is positive, continuous on $[-\pi,\pi]$, and differentiable on $[-\pi,\pi]\setminus\{0\}$, has a Fisher--Hartwig singul...

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Bibliographic Details
Published in:SIAM journal on matrix analysis and applications Vol. 27; no. 3; pp. 638 - 653
Main Authors: Lu, Yi, Hurvich, Clifford M.
Format: Journal Article
Language:English
Published: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2005
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ISSN:0895-4798, 1095-7162
Online Access:Get full text
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