Approximation of multilevel Toeplitz matrices via multilevel trigonometric matrix spaces and applications to preconditioning

DOI10.1007/S100920050030MaRDI QIDQ1964030zbMATH OpenOpenAlexFDO

Authors Stefano Serra Capizzano

Publication date 2 November 2000

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s100920050030

zbMATH Keywords

conjugate gradient type algorithmsleast squareslinear systemsmultilevel Toeplitz matricesmultilevel trigonometric matrix spacesnumerical resultspreconditioning

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The results presented in this paper appear to serve as an unifying tool for dealing with the preconditioning problem for large dimensions, by devising preconditioners in any multilevel trigonometric linear space of matrices. Some clustering properties of the preconditioned matrices are proved which allow one to solve efficiently, by means of the preconditioned conjugate gradient type algorithms, linear systems or least squares problems. Some numerical results are reported.

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Cited in

(7)

• Some theorems on linear positive operators and functionals and their applications
• Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems
• Preconditioning strategies for non‐Hermitian Toeplitz linear systems
• Two‐grid methods for banded linear systems from DCT III algebra
• A Korovkin-Based Approximation of MultilevelToeplitz Matrices (With Rectangular Unstructured Blocks) via Multilevel Trigonometric Matrix Spaces
• Korovkin tests, approximation, and ergodic theory
• Optimal multilevel matrix algebra operators

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