CIRCULANT PRECONDITIONERS CONSTRUCTED FROM KERNELS

被引:43
作者
CHAN, RH
YEUNG, MC
机构
关键词
TOEPLITZ MATRIX; CIRCULANT MATRIX; PRECONDITIONED CONJUGATE GRADIENT METHOD; GENERATING FUNCTION; KERNEL;
D O I
10.1137/0729066
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Circulant preconditioners for Hermitian Toeplitz systems are considered from the viewpoint of function theory. It is shown that some well-known circulant preconditioners can be derived from convoluting the generating function f of the Toeplitz matrix with famous kernels like the Dirichlet and the Fejer kernels. Several circulant preconditioners are then constructed using this approach. Finally, it is proven that if the convolution product converges to f uniformly, then the circulant preconditioned Toeplitz systems will have a clustered spectrum.
引用
收藏
页码:1093 / 1103
页数:11
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