Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
From MaRDI portal
Publication:5232121
DOI10.1137/18M1205406zbMATH Open1420.65024arXiv1812.02479OpenAlexW2957570416MaRDI QIDQ5232121FDOQ5232121
Publication date: 29 August 2019
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized system, which allows rigorous upper bounds on the number of MINRES iterations to be obtained. However, effective preconditioners for symmetrized (multilevel) Toeplitz matrices are lacking. Here, we propose novel ideal preconditioners, and investigate the spectra of the preconditioned matrices. We show how these preconditioners can be approximated and demonstrate their effectiveness via numerical experiments.
Full work available at URL: https://arxiv.org/abs/1812.02479
Recommendations
- A fast, preconditioned conjugate gradient Toeplitz and Toeplitz-like solvers
- A preconditioned MINRES method for nonsymmetric Toeplitz matrices
- Preconditioners for nonsymmetric block Toeplitz-like-plus-diagonal linear systems
- Spectral Properties of Preconditioned Rational Toeplitz Matrices: The Nonsymmetric Case
- Preconditioners for ill-conditioned Toeplitz matrices
Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Toeplitz, Cauchy, and related matrices (15B05) Fractional partial differential equations (35R11)
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Title not available (Why is that?)
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Methods of conjugate gradients for solving linear systems
- Finite difference approximations for fractional advection-dispersion flow equations
- A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
- Finite difference approximations for two-sided space-fractional partial differential equations
- Multigrid method for fractional diffusion equations
- Title not available (Why is that?)
- Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
- Solution of Sparse Indefinite Systems of Linear Equations
- An Introduction to Iterative Toeplitz Solvers
- Krylov sequences of maximal length and convergence of GMRES
- Spectral and computational analysis of block Toeplitz matrices having nonnegative definite matrix-valued generating functions
- Preconditioning strategies for asymptotically ill-conditioned block Toeplitz systems
- Matrix algebra preconditioners for multilevel Toeplitz matrices are not superlinear
- Spectral properties of block multilevel Hankel matrices
- Preconditioning strategies for non‐Hermitian Toeplitz linear systems
- An Optimal Circulant Preconditioner for Toeplitz Systems
- Any Circulant-Like Preconditioner for Multilevel Matrices Is Not Superlinear
- How to prove that a preconditioner cannot be superlinear
- Any Nonincreasing Convergence Curve is Possible for GMRES
- Low-rank solvers for fractional differential equations
- Spectral analysis and structure preserving preconditioners for fractional diffusion equations
- A Proposal for Toeplitz Matrix Calculations
- Title not available (Why is that?)
- Characterization and properties of matrices with generalized symmetry or skew symmetry.
- On the distribution of the singular values of Toeplitz matrices
- On bilinear forms in Gaussian random variables and Toeplitz matrices
- Generalized Locally Toeplitz Sequences: Theory and Applications
- On the singular values of Toeplitz matrices
- Computing the square roots of matrices with central symmetry
- Optimal and Superoptimal Circulant Preconditioners
- Matrices with multiple symmetry properties: applications of centro-Hermitian and per-Hermitian matrices
- Circulant Preconditioners Constructed from Kernels
- Toeplitz preconditioners for Hermitian Toeplitz systems
- Generalization of Strang's Preconditioner with Applications to Toeplitz Least Squares Problems
- On Centrohermitian Matrices
- A Preconditioned MINRES Method for Nonsymmetric Toeplitz Matrices
- Spectral analysis and multigrid preconditioners for two-dimensional space-fractional diffusion equations
- Toeplitz approximate inverse preconditioner for banded Toeplitz matrices
- Spectral properties of flipped Toeplitz matrices and related preconditioning
- The Eigenvalue Distribution of Special 2-by-2 Block Matrix-Sequences with Applications to the Case of Symmetrized Toeplitz Structures
- Preconditioned HSS method for large multilevel block Toeplitz linear systems via the notion of matrix‐valued symbol
Cited In (21)
- Asymptotic spectra of large matrices coming from the symmetrization of Toeplitz structure functions and applications to preconditioning
- Regularizing inverse preconditioners for symmetric band Toeplitz matrices
- Spectral properties of flipped Toeplitz matrices and related preconditioning
- Preconditioners for multilevel Toeplitz linear systems from steady-state and evolutionary advection-diffusion equations
- On the inversion of the block double-structured and of the triple-structured Toeplitz matrices and on the corresponding reflection coefficients
- A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
- Title not available (Why is that?)
- A Fast Block $\alpha$-Circulant Preconditoner for All-at-Once Systems From Wave Equations
- Multilevel symmetrized Toeplitz structures and spectral distribution results for the related matrix-sequences
- Sine transform based preconditioning for an inverse source problem of time-space fractional diffusion equations
- A note on the structured perturbation analysis for the inversion formula of Toeplitz matrices
- Spectral Analysis of Nonsymmetric Quasi-Toeplitz matrices with Applications to Preconditioned Multistep Formulas
- Fast superoptimal preconditioning of multiindex Toeplitz matrices
- Band-Toeplitz preconditioners for ill-conditioned Toeplitz systems
- Preconditioners for nonsymmetric block Toeplitz-like-plus-diagonal linear systems
- Preconditioners for Krylov subspace methods: An overview
- Incomplete double-cone factorizations of centrosymmetric matrices arising in spectral methods
- Title not available (Why is that?)
- Structured Matrix Approximations via Tensor Decompositions
- The Asymptotic Spectrum of Flipped Multilevel Toeplitz Matrices and of Certain Preconditionings
- Spectral Analysis for Preconditioning of Multi-Dimensional Riesz Fractional Diffusion Equations
Uses Software
This page was built for publication: Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5232121)
