...
首页> 外文期刊>Linear Algebra and its Applications >Superoptimal approximation for unbounded symbols
【24h】

Superoptimal approximation for unbounded symbols

机译:无界符号的超最佳逼近

获取原文
获取原文并翻译 | 示例
           

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.
机译:结合无界符号,考虑了Toeplitz矩阵的超最优Frobenius近似。特别是,当符号中出现Fisher-Hartwig奇异性时,我们将超最佳逼近用作CG方法的前提条件,并特别注意来自时间序列和金融应用的系统。提出了有关经典循环预处理器的理论讨论,以及与Strang和最佳逼近的数值比较,特别是针对噪声的存在。 (c)2007 Elsevier Inc.保留所有权利。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号