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

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Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems
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    Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems (English)
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    3 April 2000
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    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.
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    superlinear convergence
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    numerical examples
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    nonsymmetric Toeplitz matrices
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    Wiener class
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    optimal trigonometric preconditioners
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    normal equation
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    preconditioned conjugate gradient method
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