Multigrid methods for symmetric positive definite block Toeplitz matrices with nonnegative generating functions

被引:77
|
作者
Fiorentino, G [1 ]
Serra, S [1 ]
机构
[1] UNIV MILAN,DIPARTIMENTO MATEMAT,I-20133 MILAN,ITALY
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1996年 / 17卷 / 05期
关键词
Toeplitz matrices; multigrid; iterative methods;
D O I
10.1137/S1064827594271512
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we introduce a generalized muItigrid method for solving linear systems T(N,M)x = b where T-N,T-M is an element of M(NMxNM) is a symmetric block Toeplitz matrix with symmetric Toeplitz blocks. We use a special choice of the projection operator whose coefficients simply depend on the generating functions associated with the proposed class of matrices. This choice leads to iterative methods with convergence rates independent of the Euclidean condition number kappa(2)(T-N,T-M) and of the dimension of the involved matrices. The total arithmetic cost is O(NM Iog(NM)) for dense matrices and O(NM) for band matrices with band blocks: in the PRAM model only O(log NM)) parallel steps are required, This algorithm is therefore competitive with the preconditioned conjugate gradient methods proposed by Chan and Jin [SIAM J. Sci. Statist. Comput., 13 (1992), pp. 1218-1235], Ku and Kuo [SIAM J. Sci Statist. Comput., 13 (1992), pp. 948-966], Di Benedetto [SIAM J. Sci. Comput., 17 (1996)], and Serra [BIT, 34 (1994), pp. 579-594] for dense matrices and improves those results for band block Toeplitz matrices with band Toeplitz blocks.
引用
收藏
页码:1068 / 1081
页数:14
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