An optimal circulant preconditioner for Toeplitz systems
Journal Article
·
· SIAM J. Sci. Stat. Comput.; (United States)
Given a Toeplitz matrix A, the authors derive an optimal circulant preconditioner C in the sense of minimizing norm of C - A/sub F/. It is in general different from the one proposed earlier except in the case when A is itself circulant. The new preconditioner is easy to compute and in preliminary numerical experiments performs better than Strang's preconditioner in terms of reducing the condition number of C/sup -1/ A and comparably in terms of clustering the spectrum around unity.
- Research Organization:
- Dept. of Mathematics, Univ. of California, Los Angeles, CA (US)
- OSTI ID:
- 6992773
- Journal Information:
- SIAM J. Sci. Stat. Comput.; (United States), Journal Name: SIAM J. Sci. Stat. Comput.; (United States) Vol. 9:4; ISSN SIJCD
- Country of Publication:
- United States
- Language:
- English
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