Properties of iteration of Toeplitz operators with Toeplitz preconditioners
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Toeplitz operators are preconditioned by approximations applied to the symbol (also known as generating function) of the operator. The preconditioned operator divides in two parts, a compact one and a perturbation. As a result, Krylov subspace methods exhibit superconvergence in initial iterations. Convergence estimates are given in terms of the symbol of the operator. The results are confirmed by numerical experiments.
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Cites work
- A Proposal for Toeplitz Matrix Calculations
- Continuous and discrete-time Riccati theory: A Popov-function approach
- Convergence of Krylov methods for sums of two operators
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- Quadratic optimal control of stable well-posed linear systems
- Toeplitz preconditioners for Hermitian Toeplitz systems
- Toeplitz Preconditioners for Toeplitz Systems with Nonnegative Generating Functions
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