A frequent feature of numerical partial and ordinary differential equations, numerical solutions of convolution-type integral equations, stationary retrogressive time series in statistics, minimal realization problems in control theory, system identification problems in signal process, and image restoration problems, Toplitz systems are important to mathematics, computing and engineering. Chan (mathematics, Chinese U. of Hong Kong) and Jin (mathematics, U. of Macau) stick to the practical as they introduce students to iterative methods for solving Toeplitz systems based on the preconditioned conjugate gradient method. Using many examples, they introduce Toeplitz systems, matrix analysis, and preparation methods for iterative Toeplitz solvers, then work through circulant preconditioners, a unified treatment from kernels, ill-conditioned Toeplitz systems and block Toeplitz systems. They include an appendix containing the MATLAB programs used to generate numerical results. Annotation ©2008 Book News, Inc., Portland, OR (booknews.com)
This practical book introduces current developments in using iterative methods for solving Toeplitz systems based on the preconditioned conjugate gradient method.
