Circulant preconditioners for functions of Hermitian Toeplitz matrices

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:352

Article

Hon, Sean¹ 

[1] Univ Oxford, Math Inst, Radcliffe Observ Quarter, Oxford OX2 6GG, England

关键词: Toeplitz matrices;    Functions of matrices;    Superoptimal circulant preconditioners;    Optimal circulant preconditioners;    Block matrices;   

DOI  :  10.1016/j.cam.2018.11.011

来源: Elsevier

【 摘 要 】

Circulant preconditioners for function of matrices have been recently of interest. In particular, several authors proposed the use of the optimal circulant preconditioners as well as the superoptimal circulant preconditioners in this context and numerically illustrated that such preconditioners are effective for certain functions of Toeplitz matrices. Motivated by their results, we propose in this work the absolute value superoptimal circulant preconditioners and provide several theorems that analytically show the effectiveness of such circulant preconditioners for systems defined by functions of Toeplitz matrices. Namely, we show that the eigenvalues of the preconditioned matrices are clustered around +/- 1 and rapid convergence of Krylov subspace methods can therefore be expected. Moreover, we show that our results can be extended to functions of block Toeplitz matrices with Toeplitz blocks provided that the optimal block circulant matrices with circulant blocks are used as preconditioners. Numerical examples are given to support our theoretical results. (C) 2018 Elsevier B.V. All rights reserved.

【 授权许可】

Free