Optimal preconditioners for systems defined by functions of Toeplitz matrices

Abstract: We propose several circulant preconditioners for systems defined by some functions

g

of Toeplitz matrices

A_{n}

. In this paper we are interested in solving

g (A_{n}) m a t h b f x = m a t h b f b

by the preconditioned conjugate method or the preconditioned minimal residual method, namely in the cases when

g (z)

are the functions

e^{z}

,

s i n z

and

c o s z

. Numerical results are given to show the effectiveness of the proposed preconditioners.

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