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A note on preconditioned block Toeplitz matrices
Xiao-Qing Jin
1995-07
Source PublicationSIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN1064-8275
Volume16Issue:4Pages:951-955
Abstract

In [SIAM J. Sci. Statist. Comput., 13 (1992), pp. 948-966], Ku and Kuo proposed and analysed a block circulant preconditioner R(mn) for solving a family of block Toeplitz systems T-mn v = b. For a special class of block matrices called the quadrantally symmetric Toeplitz matrices, they proved that the eigenvalues of R(mn)(-1)T(mn) are clustered around one except at most O(m + n) outliers with T-mn generated by a two-dimensional rational function. The superior convergence rate of the preconditioned conjugate gradient (PCG) method is explained by the clustering property of the spectrum of R(mn)(-1)T(mn). However, in their analysis, there is no discussion on the positive definiteness of the matrix T-mn, and the preconditioner R(mn), is assumed to be invertible. In this paper, we give some results on these two aspects. Under the assumptions in the above-referenced paper, we prove that if the generating function f(x, y) of T-mn is positive, then T-mn is positive definite. Moreover, we show that R(mn) is uniformly invertible when m and n are sufficiently large.

KeywordToeplitz Matrix Circulant Matrix Circulant Operator Preconditioned Conjugate Gradient Method
DOI10.1137/0916055
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:A1995RF58400011
PublisherSIAM PUBLICATIONS
Scopus ID2-s2.0-85067849952
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Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
AffiliationFaculty of Science and Technology , University of Macau, Taipa, Macau
Recommended Citation
GB/T 7714
Xiao-Qing Jin. A note on preconditioned block Toeplitz matrices[J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1995, 16(4), 951-955.
APA Xiao-Qing Jin.(1995). A note on preconditioned block Toeplitz matrices. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 16(4), 951-955.
MLA Xiao-Qing Jin."A note on preconditioned block Toeplitz matrices".SIAM JOURNAL ON SCIENTIFIC COMPUTING 16.4(1995):951-955.
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