Fast computation of two-level circulant preconditioners |
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Authors: | C van der Mee G Rodriguez S Seatzu |
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Institution: | (1) Dipartimento di Matematica e Informatica, Università di Cagliari, viale Merello 92, 09123 Cagliari, Italy |
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Abstract: | 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. |
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Keywords: | Circulant preconditioning Multi index matrices |
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