A survey and some extensions of T. Chan's preconditioner (Q2465310)

For any given \(n\)-by-\(n\) matrix \(A_n\), \textit{T. F. Chan}'s circulant preconditioner \(c_F(A_n)\) [SIAM J. Sci. Stat. Comput. 9, No.4, 766--771 (1988; Zbl 0646.65042)] is defined to be the solution of \[ \min_{C_n} \| A_n - C_n\| _F \] over all \(n\)-by-\(n\) circulant matrices \(C_n\). In this paper, the authors present a review of some known and derive new properties of T. Chan's circulant preconditioner. It is noted that for some problems with highly nonsymmetric and nondiagonally dominant coefficient matrices, many classical preconditioning techniques are not effective and for such problems T. Chan's circulant preconditioner is often the only one that works.