Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices (Q1609097): Difference between revisions
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Revision as of 04:03, 5 March 2024
scientific article
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English | Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices |
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Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices (English)
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15 August 2002
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The author presents an efficient preconditioner for the conjugate gradient solution of the interpolation equations generated by gridded data. The method is applied to the corresponding Toeplitz matrices \(A_n=(\varphi(j-k))_{j,k=-n}^n\), where \(n\) is a positive integer and \(\varphi:\mathbb R\rightarrow\mathbb R\) is either a Gaussian (\(\varphi(x)=\exp(-\lambda x^2)\) for some positive contant \(\lambda\)) or a multiquadric (\(\varphi(x)=(x^2+c^2)^{1/2}\) for some real constant \(c\)). Preconditioners are constructed for the dense linear system \(A_nx=f\), \(f\in\mathbb R^{2n+1}\) when \(\varphi\) is a Gaussian, or the dense augmented linear system \(A_nx+ey=f\), \(e^Tx=0\), when \(\varphi\) is a multiquadric. Here \(e=[1, 1,\ldots,1]^T\in\mathbb R^{2n+1}\) and \(y\in \mathbb R\). It is shown that the number of iterations required to achieve a solution of these systems to within a given tolerance is independent of \(n\). The method applies to other functions and in the multidimensional case.
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radial basis function
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conjugate gradient method
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Toeplitz matrix
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preconditioning
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interpolation
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gridded data
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