Title
Preconditioners for symmetrized Toeplitz and multilevel Toeplitz matrices.
Abstract
When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized system, which allows rigorous upper bounds on the number of MINRES iterations to be obtained. However, effective preconditioners for symmetrized (multilevel) Toeplitz matrices are lacking. Here, we propose novel ideal preconditioners and investigate the spectra of the preconditioned matrices. We show how these preconditioners can be approximated and demonstrate their effectiveness via numerical experiments.
Year
DOI
Venue
2019
10.1137/18M1205406
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
Field
DocType
Toeplitz matrix,multilevel Toeplitz matrix,symmetrization,preconditioning,Krylov subspace method
Krylov subspace,Applied mathematics,Coefficient matrix,Linear system,Mathematical analysis,Matrix (mathematics),Toeplitz matrix,Mathematics
Journal
Volume
Issue
ISSN
40
3
0895-4798
Citations 
PageRank 
References 
0
0.34
13
Authors
1
Name
Order
Citations
PageRank
Jennifer Pestana1379.93