Circulant and skew-circulant preconditioners for skew-Hermitian type Toeplitz systems (Q1182617)

Linear systems with skew-Hermitian Toeplitz matrices arising in the discretization of hyperbolic equations are solved here with preconditioned conjugate gradient (squared) methods. The circulant and skew-circulant preconditioners rely on properties of the generating function of the Toeplitz matrix. Superlinear convergence may be proved, and in some cases the preconditioned system has very low rank, hence the conjugate gradient method terminates after a few steps with the exact solution. Numerical examples are given.