Approximation of multilevel Toeplitz matrices via multilevel trigonometric matrix spaces and applications to preconditioning (Q1964030)

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Approximation of multilevel Toeplitz matrices via multilevel trigonometric matrix spaces and applications to preconditioning
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    Approximation of multilevel Toeplitz matrices via multilevel trigonometric matrix spaces and applications to preconditioning (English)
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    2 November 2000
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    The results presented in this paper appear to serve as an unifying tool for dealing with the preconditioning problem for large dimensions, by devising preconditioners in any multilevel trigonometric linear space of matrices. Some clustering properties of the preconditioned matrices are proved which allow one to solve efficiently, by means of the preconditioned conjugate gradient type algorithms, linear systems or least squares problems. Some numerical results are reported.
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    multilevel Toeplitz matrices
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    multilevel trigonometric matrix spaces
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    preconditioning
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    conjugate gradient type algorithms
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    linear systems
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    least squares
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    numerical results
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