The Best Circulant Preconditioners for Hermitian Toeplitz Systems

DOI10.1137/S0036142999354083zbMath0978.65035MaRDI QIDQ4509712

Andy M. Yip, Michael Kwok-Po Ng, Raymond Honfu Chan

Publication date: 19 October 2000

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

computational complexitynumerical experimentsgenerating functionill-conditioned matrixpreconditioned conjugate gradient methodcirculant preconditionerToeplitz systemskernel functions

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Complexity and performance of numerical algorithms (65Y20)

Related Items (13)

Band-Toeplitz preconditioners for ill-conditioned Toeplitz systems ⋮ The solution of ill-conditioned symmetric Toeplitz systems via two-grid and wavelet methods ⋮ An approximate inverse preconditioner for Toeplitz systems with multiple right-hand sides ⋮ Spectral Analysis for Preconditioning of Multi-Dimensional Riesz Fractional Diffusion Equations ⋮ Preconditioning technique based on sine transformation for nonlocal Helmholtz equations with fractional Laplacian ⋮ A survey and some extensions of T. Chan's preconditioner ⋮ An explicit formula for the inverse of band triangular Toeplitz matrix ⋮ A fast algorithm for computing the determinants of banded circulant matrices ⋮ The Hermitian \(R\)-conjugate generalized Procrustes problem ⋮ New preconditioners for systems of linear equations with Toeplitz structure ⋮ Approximate inverse-free preconditioners for Toeplitz matrices ⋮ Reliable preconditioned iterative linear solvers for some numerical integrators ⋮ Preconditioning for a class of spectral differentiation matrices

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