Preconditioned Random Toeplitz Operators
The solution of Hermitian positive definite random Toeplitz systems $Ax=b$ by the preconditioned conjugate gradient method for the Strang circulant preconditioner is studied. We established the foundation for this method by extending the work of Brown-Halmos on Toeplitz operators and Grenander-Szegö on Teoplitz form to random Teoplitz operators.
math.NA↗