In this expository paper, we survey some of the latest developments on using preconditioned conjugate gradient methods for solving Toeplitz systems. One of the main results is that the complexity of solving a large class of n-by-n Toeplitz systems is reduced to On log n operations as compared to On log 2 n operations required by fast direct Toeplitz solvers. Di erent preconditioners proposed for Toeplitz systems are reviewed. Applications to Toeplitz-related systems arising from partial di erential equations, queueing networks, signal and image processing, integral equations, and time series analysis are given.

This paper proposes a k-means type clustering algorithm that can automatically calculate variable weights. A new step is introduced to the k-means clustering process to iteratively update variable weights based on the current partition of data and a formula for weight calculation is proposed. The convergency theorem of the new clustering process is given. The variable weights produced by the algorithm measure the importance of variables in clustering and can be used in variable selection in data mining applications where large and complex real data are often involved. Experimental results on both synthetic and real data have shown that the new algorithm outperformed the standard k-means type algorithms in recovering clusters in data.

Blur removal is an important problem in signal and image processing. The blurring matrices obtained by using the zero boundary condition (corresponding to assuming dark background outside the scene) are Toeplitz matrices for one-dimensional problems and block-Toeplitz-Toeplitzblock matrices for two-dimensional cases. They are computationally intensive to invert especially in the block case. If the periodic boundary condition is used, the matrices become (block) circulant and can be diagonalized by discrete Fourier transform matrices. In this paper, we consider the use of the Neumann boundary condition (corresponding to a reflection of the original scene at the boundary). The resulting matrices are (block) Toeplitz-plus-Hankel matrices. We show that for symmetric blurring functions, these blurring matrices can always be diagonalized by discrete cosine transform matrices. Thus the cost of inversion is significantly lower than that of using the zero or periodic boundary conditions. We also show that the use of the Neumann boundary condition provides an easy way of estimating the regularization parameter when the generalized cross-validation is used. When the blurring function is nonsymmetric, we show that the optimal cosine transform preconditioner of the blurring matrix is equal to the blurring matrix generated by the symmetric part of the blurring function. Numerical results are given to illustrate the efficiency of using the Neumann boundary condition.

No abstract

Abstract. In this paper we propose an iterative method for calculating the largest eigenvalue of an irreducible nonnegative tensor. This method is an extension of a method of Collatz (1942) for calculating the spectral radius of an irreducible nonnegative matrix. Numerical results show that our proposed method is promising. We also apply the method to studying higher-order Markov chains.