TW 349

M. Van Barel, G. Codevico
An adaptation of the Newton iteration method to solve symmetric positive definite Toeplitz systems

Abstract

The classical Newton iteration method for matrices can be modified into an efficient algorithm when structured matrices are involved. The difficulty, however, is the importance of the choice of the starting matrix. In this paper, we propose a new initial iteration step which makes the choice of the starting matrix less critical. The validity of the approach is illustrated by numerical experiments.