摘要
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.
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.
基金
Research supported in part by the National Natural Science Foundation of China under grant 10471027 and Shanghai Education Committee, RGC 7046/03P, 7035/04P, 7045/05P and HKBU FRGs.The authors would like to thank the referees for their useful suggestions.
