托普利兹矩阵
循环矩阵
预处理程序
数学
共轭梯度法
应用数学
趋同(经济学)
基质(化学分析)
条件编号
共轭残差法
线性系统
纯数学
数学分析
离散数学
数学优化
计算机科学
特征向量
梯度下降
人工神经网络
机器学习
物理
经济增长
复合材料
经济
材料科学
量子力学
作者
Sean Hon,Andrew J. Wathen
标识
DOI:10.1007/s11075-018-0481-7
摘要
Circulant preconditioning for symmetric Toeplitz systems has been well developed over the past few decades. For a large class of such systems, descriptive bounds on convergence for the conjugate gradient method can be obtained. For (real) nonsymmetric Toeplitz systems, much work had been focused on normalising the original systems until Pestana and Wathen (Siam J. Matrix Anal. Appl. 36(1):273–288 2015) recently showed that theoretic guarantees on convergence for the minimal residual method can be established via the simple use of reordering. The authors further proved that a suitable absolute value circulant preconditioner can be used to ensure rapid convergence. In this paper, we show that the related ideas can also be applied to the systems defined by analytic functions of (real) nonsymmetric Toeplitz matrices. For the systems defined by analytic functions of complex Toeplitz matrices, we also show that certain circulant preconditioners are effective. Numerical examples with the conjugate gradient method and the minimal residual method are given to support our theoretical results.
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