A FAST REALIZATION OF PRECONDITIONED CONJUGATE GRADIENTS FOR WIENER-HOPF INTEGRAL-EQUATIONS

We present an efficient implementation of the conjugate Gradients algo rithm for Wiener-Hopf integral equations based on finite rank approxim ations of the integral operator and the corresponding preconditioner. The resulting algorithm is a linear complexity. Numerical experiments with this implementation of the preconditioned Conjugate Gradients alg orithm show significant speed-up in the ill-conditioned case. This alg orithm acts on ill-conditioned equations as a regularization algorithm .