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A New Preconditioner for Toeplitz Matrices
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DOI：10.1109/LSP.2009.2024735.png)
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摘要
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In this paper we introduce and analyze a new preconditioner for Toeplitz matrices that exhibits excellent spectral properties: the eigenvalues of the preconditioned matrix are highly clustered around the unity. As a result, it yields very rapid convergence when used to solve Toeplitz equations via the preconditioned conjugate gradient method. The new preconditioner can be regarded as a refinement of preconditioners built by embedding the Toeplitz matrix in a positive definite circulant. Necessary and sufficient conditions that ensure that the positive definite embedding is possible are given.
Keyword:
PCG
preconditioners
Toeplitz matrices
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9.6
论文数:
1.1W
被引数:
1.7W
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