The solution of ill-conditioned symmetric Toeplitz systems via two-grid and wavelet methods (Q597322)

The authors consider two-grid methods for solving linear systems associated with ill-conditioned symmetric Toeplitz matrices. It is proposed to use the classical Jacobi iteration for smoothing, and rectangular Toeplitz matrices, with coefficients taken from the scaled coefficients of a wavelet filter, for prolongation and restriction. The convergence of this two-grid method is proven for a slightly generalized version of the CDF 9/7 wavelet filter, provided that the generating function of the Toeplitz matrix has no zeros of order larger than four. Numerical experiments suggest that convergence can also be obtained for zeros of larger order if the wavelet filter has sufficiently many vanishing moments.