Circulant preconditioners for Toeplitz-block matrices (Q1316071)

The authors propose two preconditioners for the block matrices with Toeplitz blocks that may be used to the solution of corresponding systems of linear equations or of the systems with block Toeplitz matrices by the conjugate gradient method. The blocks of preconditioners are formed either directly by the circulant approximation to Toeplitz blocks or in a more sophisticated way. The authors show how to solve efficiently the systems with the preconditioning matrix and obtain theoretical results on their preconditioners. The performance is illustrated by numerical experiments including an example from active noise control.