Banded Toeplitz Preconditioners for Toeplitz Matrices from Sinc Methods

Banded Toeplitz Preconditioners for Toeplitz Matrices from Sinc Methods

Year:    2012

Journal of Computational Mathematics, Vol. 30 (2012), Iss. 5 : pp. 533–543

Abstract

We give general expressions, analyze algebraic properties and derive eigenvalue bounds for a sequence of Toeplitz matrices associated with the sinc discretizations of various orders of differential operators. We demonstrate that these Toeplitz matrices can be satisfactorily preconditioned by certain banded Toeplitz matrices through showing that the spectra of the preconditioned matrices are uniformly bounded. In particular, we also derive eigenvalue bounds for the banded Toeplitz preconditioners. These results are elementary in constructing high-quality structured preconditioners for the systems of linear equations arising from the sinc discretizations of ordinary and partial differential equations, and are useful in analyzing algebraic properties and deriving eigenvalue bounds for the corresponding preconditioned matrices. Numerical examples are given to show effectiveness of the banded Toeplitz preconditioners.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1203-m3761

Journal of Computational Mathematics, Vol. 30 (2012), Iss. 5 : pp. 533–543

Published online:    2012-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    11

Keywords:    Toeplitz matrix Banded Toeplitz preconditioner Generating function Sinc method Eigenvalue bounds.