C. G. preconditioning for Toeplitz matrices (Q2365966)

Efficient preconditioners are considered for symmetric positive definite Toeplitz matrices defined via coefficients in expansion of a generating function \(\alpha\). The main interest is devoted to the case of ill- conditioned matrices which arise when the generating function \(\alpha\) is vanishing in some points. It is shown that a simple approximation \(p\) of the generating function \(\alpha\) can serve for the construction of an efficient preconditioner if \(p\) has the same zeros as \(\alpha\). The efficiency of preconditioner can be further improved by an extra approximation of the ratio \(\alpha/p\) or \(p/\alpha\).