A classification scheme for regularizing preconditioners, with application to Toeplitz

被引:13
作者
Estatico, C [1 ]
机构
[1] Dipartimento Matemat, I-16146 Genoa, Italy
关键词
preconditioning; Ill-posed problems; regularization; matrix algebras; Toeplitz matrices;
D O I
10.1016/j.laa.2004.10.006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Preconditioning techniques for linear systems are widely used in order to speed up the convergence of iterative methods. If the linear system is generated by the discretization of an ill-posed problem, preconditioning may lead to wrong results, since components related to noise on input data are amplified. Using basic concepts from the theory of inverse problems, we identify a class of preconditioners which acts as a regularizing tool. In this paper we study relationships between this class and previously known circulant preconditioners for ill-conditioned Hermitian Toeplitz systems. In particular, we deal with the low-pass filtered optimal preconditioners and with a recent family of superoptimal preconditioners. We go on to describe a set of preconditioners endowed with particular regularization properties, whose effectiveness is supported by several numerical tests. (C) 2004 Elsevier Inc. All rights reserved.
引用
收藏
页码:107 / 131
页数:25
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