托普利兹矩阵
预处理程序
数学
共轭梯度法
特征向量
应用数学
分块矩阵
系数矩阵
基质(化学分析)
可列斯基分解
块(置换群论)
收敛速度
线性系统
趋同(经济学)
算法
条件编号
矩阵的特征分解
迭代法
稀疏矩阵
对称矩阵
数学优化
序列(生物学)
列文森递归
Krylov子空间
矩阵分解
作者
Sean Hon,Congcong Li,Rosita L. Sormani,Rolf Krause,Stefano Serra‐Capizzano
摘要
In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies using multilevel τ matrices for both symmetric and nonsymmetric multilevel Toeplitz systems. Our proposals constitute a general framework, as they are constructed solely based on the generating function of the multilevel Toeplitz coefficient matrix, when it can be defined. We begin with nonsymmetric systems, where we employ a symmetrization technique by permuting the coefficient matrix to produce a real symmetric multilevel Hankel structure. We propose a multilevel τ preconditioner tailored to the symmetrized system and prove that the eigenvalues of the preconditioned matrix sequence cluster at \pm1, leading to rapid convergence when using the preconditioned minimal residual method. The high effectiveness of this approach is demonstrated through its application in solving space fractional diffusion equations. Next, for symmetric systems we introduce another multilevel τ preconditioner and show that the preconditioned conjugate gradient method can achieve an optimal convergence rate, namely a rate that is independent of the matrix size, when employed for a class of ill-conditioned multilevel Toeplitz systems. Numerical examples are provided to critically assess the effectiveness of our proposed preconditioners compared to several leading existing preconditioned solvers, highlighting their superior performance. (This article has been updated.)
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