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CIRCULANT PRECONDITIONERS CONSTRUCTED FROM KERNELS

  • Raymond H. CHAN
  • , Man-Chung YEUNG

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

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 of f uniformly, then the circulant preconditioned Toeplitz systems will have a clustered spectrum.
Original languageEnglish
Pages (from-to)1093-1103
JournalSIAM Journal on Numerical Analysis
Volume29
Issue number4
DOIs
Publication statusPublished - Aug 1992
Externally publishedYes

Research Keywords

  • Toeplitz matrix
  • circulant matrix
  • preconditioned conjugate gradient method
  • generating function
  • kernel

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