Band plus algebra preconditioners for two-level Toeplitz systems (Q639960): Difference between revisions

A preconditioner is proposed for a block Toeplitz matrix with Toeplitz blocks. The \((p,q)\) entry of block \((j,k)\) is the \((k-j,q-p)\)th Fourier coefficient of the bivariate symbol \(f\). This \(f\) should be an even \(2\pi\)-periodic function. Its zeros of even multiplicity are collected in a factor \(g\) and \(w=f/g\) is the positive part of \(f\). The proposed preconditioner is an extension of the one in their previous paper [\textit{D. Noutsos} and \textit{P. Vassalos}, Comput. Math. Appl. 56, No.~5, 1255--1270 (2008; Zbl 1155.65322)] which treated the scalar case. As in the scalar case, the preconditioner is a product of three matrices. Here the middle one is a block band Toeplitz matrix (depending on \(g\)) framed by matrices (depending on \(h=\sqrt{w}\)) of any trigonometric matrix algebra set. A weak clustering of the eigenvalues around 1 is proved which guarantees fast convergence of the preconditioned conjugate gradient method. In case \(h\) is not smooth enough, a smooth approximation is proposed.