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Band Toeplitz preconditioners for block Toeplitz systems
Authors:Xiao-Qing Jin
Institution:

Faculty of Science and Technology, University of Macau, Macau

Abstract:We consider the solutions of block Toeplitz systems with Toeplitz blocks by the preconditioned conjugate gradient (PCG) method. Here the block Toeplitz matrices are generated by nonnegative functions f(x,y). We use band Toeplitz matrices as preconditioners. The generating functions g(x,y) of the preconditioners are trigonometric polynomials of fixed degree and are determined by minimizing double vertical bar(f ? g)/fdouble vertical bar∞. We prove that the condition number of the preconditioned system is O(1). An a priori bound on the number of iterations for convergence is obtained.
Keywords:Toeplitz matrix  Generating function  PCG method  Remez algorithm
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