Fast robust regression algorithms for problems with Toeplitz structure
Computational Statistics & Data Analysis
Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics
Non-negatively constrained image deblurring with an inexact interior point method
Journal of Computational and Applied Mathematics
The spectral properties of the preconditioned matrix for nonsymmetric saddle point problems
Journal of Computational and Applied Mathematics
Approximate Inverse Circulant-plus-Diagonal Preconditioners for Toeplitz-plus-Diagonal Matrices
SIAM Journal on Scientific Computing
Eigenvalue Estimates for Preconditioned Nonsymmetric Saddle Point Matrices
SIAM Journal on Matrix Analysis and Applications
A practical formula for computing optimal parameters in the HSS iteration methods
Journal of Computational and Applied Mathematics
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We consider the iterative solution of weighted Toeplitz least squares problems. Our approach is based on an augmented system formulation. We focus our attention on two types of preconditioners: a variant of constraint preconditioning, and the Hermitian/skew-Hermitian splitting (HSS) preconditioner. Bounds on the eigenvalues of the preconditioned matrices are given in terms of problem and algorithmic parameters, and numerical experiments are used to illustrate the performance of the preconditioners.