A preconditioning strategy for banded circulant and toeplitz systems
Dušan Caf, D. J. Evans
Abstract
Dušan Caf, D. J. Evans
Abstract
A new preconditioning strategy for symmetric positive definite banded circulant and Toeplitz systems is described. The optimal tridiagonal preconditioner for tridiagonal circulant systems is modified and applied to both circulant and Toeplitz banded systems. The strategy is extended to block tridiagonal systems. The parallelisation aspects of the PCG algorithm are discussed.
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A new preconditioning strategy for symmetric positive definite banded circulant and Toeplitz systems is described. The optimal tridiagonal preconditioner for tridiagonal circulant systems is modified and applied to both circulant and Toeplitz banded systems. The strategy is extended to block tridiagonal systems. The parallelisation aspects of the PCG algorithm are discussed.
Key concepts: Circulant matrix, Toeplitz matrix, Tridiagonal matrix, Preconditioner, Mathematics, Positive-definite matrix, Linear system, Applied mathematics