Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: Some properties and applications (Q1862222)

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Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: Some properties and applications
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    Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: Some properties and applications (English)
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    10 March 2003
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    The authors consider banded Toeplitz and quasi-Toeplitz matrices, as they may arise from certain discretisations of two-point boundary value problems. The intention is to find a good preconditioner, and the spectrum is important. As this is difficult to compute numerically, quasi-eigenvalues are considered. The connection with pseudo-spectra is nicely established. The paper concludes by constructing a preconditioner for a two-point boundary value problem and some numerical experiments.
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    Toeplitz matrices
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    circulant preconditioner
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    pseudospectrum
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    initial value problems
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    boundary value methods
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    two-point boundary value problem
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    numerical experiments
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