Preconditioning strategies for Hermitian indefinite Toeplitz linear systems

被引:18
作者
Huckle, T
Serra-Capizzano, S
Tablino-Possio, C
机构
[1] Tech Univ Munich, Inst Informat, D-85748 Garching, Germany
[2] Univ Insubria, Dipartimento Chim Fis & Matemat, I-22100 Como, Italy
[3] Univ Milano Bicocca, Dipartimento Matemat & Applicaz, I-20136 Milan, Italy
关键词
Toeplitz matrix; generating function; preconditioning;
D O I
10.1137/S1064827502416332
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we propose and analyze preconditioning strategies for Hermitian indefinite linear systems by using indefinite preconditioners: under very elementary assumptions, we show that the eigenvalues are real. Moreover, in the case of multilevel Toeplitz structures, we prove distributional and localization results. These techniques used in connection with the CG, GMRES, BICGstab, and QMR algorithms allow us to solve in an optimal way the corresponding linear systems. A wide numerical experimentation confirms the efficiency of the proposed procedures.
引用
收藏
页码:1633 / 1654
页数:22
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