A fast iterative algorithm for the large-scale toeplitz linear systems
Shuichi Yasumura, Lei Li · 2015
This paper proposes a fast iterative algorithm for solving the large-scale Toeplitz linear systems. This method used the fast O(n log2 n) direct algorithm for solving a triangular Toeplitz linear systems which is shown in [1], and introduces the (I+S) type precondition Gauss-Seidel iteration to apply to a general large-scale Toeplitz linear systems. The new method combined the good point in both the fast direct algorithm and precondition iterative method. Some numerical experiments showed the proposed method can get the best or the better evaluation for the computational time cost by comparison with Levinson's algorithm (direct method), PCG algorithm (iterative method) and BiCG algorithm (iterative method).