Constrained minimax approximation and optimal preconditioners for Toeplitz matrices

DOI10.1007/BF02109196MaRDI QIDQ1315215zbMATH OpenFDO

Authors Ping Tak Peter Tang, Raymond H. Chan

Publication date 29 June 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02109196

zbMATH Keywords

constrained minimax approximationnumerical examplesoptimal preconditionersRemez algorithmToeplitz matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The authors consider an application of constrained minimax approximation to find preconditioners for symmetric Toeplitz systems generated by a \(2 \pi\)-periodic function based on polynomial approximations. A spectral analysis of the preconditioned system in terms of the minimax norm of the approximation problem is presented. The Remez algorithm is modified to handle the constraints. The theoretical results are illustrated by means of numerical examples.

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Cites work

• A Fast Algorithm for Linear Complex Chebyshev Approximations
• A Proposal for Toeplitz Matrix Calculations
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• An algorithm of successive minimization in convex programming
• An Optimal Circulant Preconditioner for Toeplitz Systems
• Circulant Preconditioners for Toeplitz Matrices with Positive continuous Generating Functions
• Fast Iterative Solvers for Toeplitz-Plus-Band Systems
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• Parallel Algorithms for Banded Linear Systems
• Stability of Methods for Solving Toeplitz Systems of Equations
• Superfast Solution of Real Positive Definite Toeplitz Systems
• Toeplitz Equations by Conjugate Gradients with Circulant Preconditioner

Cited in

(7)

• Korovkin theorems and linear positive Gram matrix algebra approximations of Toeplitz matrices
• Optimal preconditioners for systems defined by functions of Toeplitz matrices
• New preconditioners for systems of linear equations with Toeplitz structure
• A short survey on preconditioners and Korovkin-type theorems
• BTTB preconditioners for BTTB least squares problems
• An explicit formula for the inverse of band triangular Toeplitz matrix
• An approximate inverse preconditioner for Toeplitz systems with multiple right-hand sides

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