A unifying approach to the construction of circulant preconditioners (Q855532)

The authors propose a fast algorithm for the construction of a new circulant preconditioner \(C\), for Toeplitz matrices. It is sought directly as a solution to one of possible settings of the approximation problem \(A \approx C + R\), where \(R\) is a low-rank matrix. The new preconditioner is constructed entirely from the entries of a given matrix and performs equally as the best of the known or better than those for the same symbols.