New preconditioners for systems of linear equations with Toeplitz structure (Q2017954)

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New preconditioners for systems of linear equations with Toeplitz structure
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    New preconditioners for systems of linear equations with Toeplitz structure (English)
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    23 March 2015
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    The construction of preconditioners for solving systems of linear equations \(T x = b\), where \(T\) is a block Toeplitz matrix with Toeplitz blocks (BTTB matrix) is discussed. At first, level-2 circulant preconditioners based on generalized Jackson kernels are considered. This type of preconditioners are block circulant matrices with circulant blocks. The presented preconditioners are an extension of circulant preconditioners proposed by \textit{R. H. Chan} et al. [SIAM J. Numer. Anal. 38, No. 3, 876--896 (2000; Zbl 0978.65035)] and [Numer. Math. 92, No. 1, 17--40 (2002; Zbl 1007.65033)]. A second kind of preconditioners is derived from a splitting of BTTB matrices. The proposed BTTB preconditioners are applied to solve BTTB least squares problems. For illustrating the efficiency of the presented preconditioners, three numerical examples are given. The new preconditioners are compared with preconditioners known from the literature.
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    Toeplitz matrices
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    preconditioners
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    block circulant matrix with circulant blocks
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    generalized Jackson kernels
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    block Toeplitz matrix with Toeplitz blocks
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    preconditioned conjugate gradient method
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    least squares problem
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    numerical example
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