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Hartley preconditioners for Toeplitz systems generated by positive continuous functions
Jin X.-Q.
1994-09-01
Source PublicationBIT NUMERICAL MATHEMATICS
ISSN0006-3835
Volume34Issue:3Pages:367-371
Abstract

In this paper, we consider the solution of n-by-n symmetric positive definite Toeplitz systems Tx=b by the preconditioned conjugate gradient (PCG) method. The preconditioner M is defined to be the minimizer of {norm of matrix}T-B{norm of matrix} over all B εH where H is the Hartley algebra. We show that if the generating function f of T is a positive 2π-periodic continuous even function, then the spectrum of the preconditioned system MT will be clustered around 1. Thus, if the PCG method is applied to solve the preconditioned system, the convergence rate will be superlinear. 

KeywordAms Subject Classifications: 65f10, 65f15 Circulant Matrix Conjugate Gradient Method Generating Function Hartley Preconditioner Topelitz Matrix
DOI10.1007/BF01935646
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Software Engineering ; Mathematics, Applied
WOS IDWOS:A1994PW24500005
Scopus ID2-s2.0-0003076057
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
AffiliationUniversidade de Macau
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Jin X.-Q.. Hartley preconditioners for Toeplitz systems generated by positive continuous functions[J]. BIT NUMERICAL MATHEMATICS, 1994, 34(3), 367-371.
APA Jin X.-Q..(1994). Hartley preconditioners for Toeplitz systems generated by positive continuous functions. BIT NUMERICAL MATHEMATICS, 34(3), 367-371.
MLA Jin X.-Q.."Hartley preconditioners for Toeplitz systems generated by positive continuous functions".BIT NUMERICAL MATHEMATICS 34.3(1994):367-371.
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