@Article{JCM-19-629,
author = {Lin , Fu-Rong},
title = {Genuine-Optimal Circulant Preconditioners for Wiener-Hopf Equations},
journal = {Journal of Computational Mathematics},
year = {2001},
volume = {19},
number = {6},
pages = {629--638},
abstract = {<p style="text-align: justify;">In this paper, we construct the genuine-optimal circulant preconditioner for finite-section Wiener-Hopf equations. The genuine-optimal circulant preconditioner is defined as the minimizer of Hilbert-Schmidt norm over certain integral operators. We prove that the difference between the genuine-optimal circulant preconditioner and the original integral operator is the sum of a small norm operator and a finite rank operator. Thus, the preconditioned conjugate gradient (PCG) method, when applied to solve the preconditioned equations, converges superlinearly. Finally, we give an efficient algorithm for the solution of Wiener-Hopf equation discretized by high order quadrature rules. &nbsp;</p>},
issn = {1991-7139},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/jcm/9015.html}
}