Fast computation of two-level circulant preconditioners

被引：6
|
作者：
Van der Mee, C [1 ]
Rodriguez, G [1 ]
Seatzu, S [1 ]
机构：
[1] Univ Cagliari, Dipartimento Matemat & Informat, I-09123 Cagliari, Italy
来源：
NUMERICAL ALGORITHMS | 2006年 / 41卷 / 03期
关键词：
circulant preconditioning; multi index matrices;
D O I：
10.1007/s11075-005-9011-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we present an algorithm for the construction of the superoptimal circulant preconditioner for a two-level Toeplitz linear system. The algorithm is fast, in the sense that it operates in FFT time. Numerical results are given to assess its performance when applied to the solution of two-level Toeplitz systems by the conjugate gradient method, compared with the Strang and optimal circulant preconditioners.
引用
收藏
页码：275 / 295
页数：21
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