PRECONDITIONING OF BLOCK TOEPLITZ MATRICES BY SINE TRANSFORMS

Authors
DIBENEDETTO F
Citation
F. Dibenedetto, PRECONDITIONING OF BLOCK TOEPLITZ MATRICES BY SINE TRANSFORMS, SIAM journal on scientific computing, 18(2), 1997, pp. 499-515
Citations number
22
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
SIAM journal on scientific computing → ACNP
ISSN journal
10648275
Volume
18
Issue
2
Year of publication
1997
Pages
499 - 515
Database
ISI
SICI code
1064-8275(1997)18:2<499:POBTMB>2.0.ZU;2-3
Abstract
The iterative solution of a block Toeplitz linear system by the conjug ate gradient method is analyzed, the preconditioning step being solved by means of a discrete sine transform. Convergence properties are est ablished and compared to the behavior of the block circulant precondit ioner recently proposed in the literature. As in the scalar case, the new approach takes advantage if the system is ill conditioned.