Block Toeplitz matrices and preconditioning (Q1127935): Difference between revisions

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Block Toeplitz matrices and preconditioning
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    Block Toeplitz matrices and preconditioning (English)
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    10 August 1998
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    The authors investigate the asymptotic behaviour of the eigenvalues of Hermitian \(n\times n\) block Toeplitz matrices \(T_n\) with \(k\times k\) blocks, as \(n\to\infty\). They show that the spectrum of \(P^{-1}_nT_n\), where \(P_n\) is a given preconditioner, is contained in a certain interval. The limit values for both the condition numbers and the conjugate gradient convergence factor for matrices \(P^{-1}_nT_n\) are computed.
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    preconditioning
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    conjugate gradient method
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    block Toeplitz matrices
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    condition numbers
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    convergence factor
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