Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: Some properties and applications (Q1862222)
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scientific article; zbMATH DE number 1879366
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| English | Eigenvalues and quasi-eigenvalues of banded Toeplitz matrices: Some properties and applications |
scientific article; zbMATH DE number 1879366 |
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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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0.8581427931785583
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0.8218761682510376
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0.8191516995429993
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0.8153864145278931
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