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Circulant Preconditioners for Indefinite Toeplitz Systems
Authors:Michael K. Ng  Daniel Potts
Affiliation:(1) Department of Mathematics, The University of Hong Kong, Pokfulam Road, Hong Kong;(2) Institute of Mathematics, Medical University of Lübeck, D-23560 Lübeck, Germany
Abstract:
In recent papers circulant preconditioners were proposed for ill-conditioned Hermitian Toeplitz matrices generated by 2pgr-periodic continuous functions with zeros of even order. It was show that the spectra of the preconditioned matrices are uniformly bounded except for a finite number of outliers and therefore the conjugate gradient method, when applied to solving these circulant preconditioned systems, converges very quickly. In this paper, we consider indefinite Toeplitz matrices generated by 2pgr-periodic continuous functions with zeros of odd order. In particular, we show that the singular values of the preconditioned matrices are essentially bounded. Numerical results are presented to illustrate the fast convergence of CGNE, MINRES and QMR methods.This revised version was published online in October 2005 with corrections to the Cover Date.
Keywords:Indefinite Toeplitz systems  banded matrices  preconditioned conjugate-gradient-type method  circulant matrices
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