Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems (Q1808958): Difference between revisions

This paper is concerned with the solution sequences of systems of linear equations where the coefficient matrices are nonsingular nonsymmetric Toeplitz matrices arising from a generating function of the Wiener class. A technique for the construction of optimal trigonometric preconditioners of the corresponding normal equation is described. It is shown that the spectrum of the preconditioned matrix is clustered at 1 so that the preconditioned conjugate gradient method applied to the normal equation converges superlinearly. Numerical tests confirm the theoretical results.