Toeplitz preconditioners for Hermitian Toeplitz systems
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circulant preconditionerselliptic boundary value problemsFourier coefficientsHermitian positive definite Toeplitz systemskernel functionspreconditioned conjugate gradient methods
Conditioning of matrices (15A12) Hermitian, skew-Hermitian, and related matrices (15B57) Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06)
The paper deals with a generalization of circulant preconditioners for the efficient iterative solution of Hermitian positive definite Toeplitz systems by preconditioned conjugate gradient methods. Under the assumption that the generating function \(f\) of the Toeplitz matrix \(A\) is positive and \(2\pi\)-periodic, the preconditioner \(\widetilde{A}\) is chosen as the Toeplitz matrix generated by \(1/f\). If \(\widetilde{A}\) is not easily available, approximations \(T\) are constructed by using different kernel functions and different levels in the approximation of the Fourier coefficients of \(1/f\) which is an approach reminiscent of multilevel preconditioners for elliptic boundary value problems. It is shown that the preconditioned matrix \(TA\) has a clustered spectrum around 1.
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