Suppose my goal is to solve for $x$ in $Ax = b$ using CG method and $A$ is Toeplitz. The problem is that $b$ is extremely large in size and I can't just read in the whole vector $b$ and then solve for $x$.

I know that if $A$ is comes from a convolution process, method such as OLS or OLA can work on big dataset by doing it piecewise.

However if $A$ isn't from a convolution process but is Toeplitz, is there a general approach to this kind of problem? Some way to break $b$ up and solve for individual pieces and put it back together in a meaningful way ?

  • $\begingroup$ Is $A$ Toeplitz, but not circulant? $\endgroup$ – Marcus Müller Jul 23 '19 at 11:22
  • $\begingroup$ Unfortunately, not a circulant. $\endgroup$ – Ong Beng Seong Jul 24 '19 at 3:04

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