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Fast computation of two-level circulant preconditioners

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In this paper we present an algorithm for the construction of the superoptimal circulant preconditioner for a two-level Toeplitz linear system. The algorithm is fast, in the sense that it operates in FFT time. Numerical results are given to assess its performance when applied to the solution of two-level Toeplitz systems by the conjugate gradient method, compared with the Strang and optimal circulant preconditioners.

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Authors and Affiliations

  1. Dipartimento di Matematica e Informatica, Università di Cagliari, viale Merello 92, 09123, Cagliari, Italy

    C. van der Mee, G. Rodriguez & S. Seatzu

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  1. C. van der Mee
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  2. G. Rodriguez
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  3. S. Seatzu
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Correspondence to C. van der Mee.

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Communicated by C. Brezinski

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van der Mee, C., Rodriguez, G. & Seatzu, S. Fast computation of two-level circulant preconditioners. Numer Algor 41, 275–295 (2006). https://doi.org/10.1007/s11075-005-9011-5

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  • DOI: https://doi.org/10.1007/s11075-005-9011-5

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