BANDED TOEPLITZ PRECONDITIONERS FOR TOEPLITZ MATRICES FROM SINC METHODS |
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Authors: | Zhi-Ru Ren |
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Affiliation: | LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China |
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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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Keywords: | Toeplitz matrix Banded Toeplitz preconditioner Generating function Sincmethod Eigenvalue bounds. |
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