Circulant preconditioners for analytic functions of Toeplitz matrices

DOI10.1007/S11075-018-0481-7zbMath1404.65015OpenAlexW2793283006MaRDI QIDQ1625768

Sean Y. Hon, Andrew J. Wathen

Publication date: 29 November 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:583c306b-85dc-4f1d-aa25-64fe0e3f3471

zbMATH Keywords

Toeplitz matricescirculant preconditionersPCGfunctions of matricesPMINRES

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Toeplitz, Cauchy, and related matrices (15B05) Preconditioners for iterative methods (65F08) Numerical computation of matrix exponential and similar matrix functions (65F60)

Related Items (8)

Band-Toeplitz preconditioners for ill-conditioned Toeplitz systems ⋮ Band-times-circulant preconditioners for non-symmetric Toeplitz systems ⋮ Band-Times-Circulant Preconditioners for Non-Symmetric Real Toeplitz Systems with Unknown Generating Function ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Circulant preconditioners for functions of Hermitian Toeplitz matrices ⋮ A note on the spectral distribution of symmetrized Toeplitz sequences ⋮ The Eigenvalue Distribution of Special 2-by-2 Block Matrix-Sequences with Applications to the Case of Symmetrized Toeplitz Structures ⋮ Optimal block circulant preconditioners for block Toeplitz systems with application to evolutionary PDEs

Uses Software

• mftoolbox

Cites Work

• Unnamed Item
• Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
• Efficient solution of a partial integro-differential equation in finance
• On the rate of convergence of the preconditioned conjugate gradient method
• Optimal preconditioners for systems defined by functions of Toeplitz matrices
• Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential
• Fast Computation of the Matrix Exponential for a Toeplitz Matrix
• Circulant Preconditioners for Complex Toeplitz Matrices
• Approximate Inverse Circulant-plus-Diagonal Preconditioners for Toeplitz-plus-Diagonal Matrices
• An Optimal Circulant Preconditioner for Toeplitz Systems
• A Preconditioned MINRES Method for Nonsymmetric Toeplitz Matrices
• Preconditioning for Nonsymmetry and Time-Dependence
• Functions of Matrices
• Computing the Action of Trigonometric and Hyperbolic Matrix Functions

This page was built for publication: Circulant preconditioners for analytic functions of Toeplitz matrices