Circulant preconditioners for indefinite Toeplitz systems

被引:3
作者
Ng, MK
Potts, D
机构
[1] Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
[2] Med Univ Lubeck, Inst Math, D-23560 Lubeck, Germany
关键词
indefinite Toeplitz systems; banded matrices; preconditioned conjugate-gradient-type method; circulant matrices;
D O I
10.1023/A:1021905715654
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In recent papers circulant preconditioners were proposed for ill-conditioned Hermitian Toeplitz matrices generated by 2pi-periodic continuous functions with zeros of even order. It was show that the spectra of the preconditioned matrices are uniformly bounded except for a finite number of outliers and therefore the conjugate gradient method, when applied to solving these circulant preconditioned systems, converges very quickly. I this paper, we consider indefinite Toeplitz matrices generated by 2pi-periodic continuous functions with zeros of odd order. In particular, we show that the singular values of the preconditioned matrices are essentially bounded. Numerical results are presented to illustrate the fast convergence of CGNE, MINRES and QMR methods.
引用
收藏
页码:1079 / 1088
页数:10
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