A unifying approach to the construction of circulant preconditioners (Q855532)
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scientific article; zbMATH DE number 5077986
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| English | A unifying approach to the construction of circulant preconditioners |
scientific article; zbMATH DE number 5077986 |
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A unifying approach to the construction of circulant preconditioners (English)
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7 December 2006
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The authors propose a fast algorithm for the construction of a new circulant preconditioner \(C\), for Toeplitz matrices. It is sought directly as a solution to one of possible settings of the approximation problem \(A \approx C + R\), where \(R\) is a low-rank matrix. The new preconditioner is constructed entirely from the entries of a given matrix and performs equally as the best of the known or better than those for the same symbols.
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matrix approximation
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superlinear convergence
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Toeplitz matrices
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low-rank matrices
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skeleton decomposition
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spectral clusters
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spectral distributions
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fast algorithm
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0.94581157
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