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Register a new userOptimal preconditioners for systems defined by functions of Toeplitz matrices
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Authors
Sean Hon
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We propose several circulant preconditioners for systems defined by some functions $g$ of Toeplitz matrices $A_n$. In this paper we are interested in solving $g(A_n)mathbf{x}=mathbf{b}$ by the preconditioned conjugate method or the preconditioned minimal residual method, namely in the cases when $g(z)$ are the functions $e^{z}$, $sin{z}$ and $cos{z}$. Numerical results are given to show the effectiveness of the proposed preconditioners.
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Circulant preconditioners for functions of matrices have been recently of interest. In particular, several authors proposed the use of the optimal circulant preconditioners as well as the superoptimal circulant preconditioners in this context and numerically illustrated that such preconditioners are effective for certain functions of Toeplitz matrices. Motivated by their results, we propose in this work the absolute value superoptimal circulant preconditioners and provide several theorems that analytically show the effectiveness of such circulant preconditioners for systems defined by functions of Toeplitz matrices. Namely, we show that the eigenvalues of the preconditioned matrices are clustered around $pm 1$ and rapid convergence of Krylov subspace methods can therefore be expected. Moreover, we show that our results can be extended to functions of block Toeplitz matrices with Toeplitz blocks provided that the optimal block circulant matrices with circulant blocks are used as preconditioners. Numerical examples are given to support our theoretical results.
We investigate the problem of approximating the matrix function $f(A)$ by $r(A)$, with $f$ a Markov function, $r$ a rational interpolant of $f$, and $A$ a symmetric Toeplitz matrix. In a first step, we obtain a new upper bound for the relative interpolation error $1-r/f$ on the spectral interval of $A$. By minimizing this upper bound over all interpolation points, we obtain a new, simple and sharp a priori bound for the relative interpolation error. We then consider three different approaches of representing and computing the rational interpolant $r$. Theoretical and numerical evidence is given that any of these methods for a scalar argument allows to achieve high precision, even in the presence of finite precision arithmetic. We finally investigate the problem of efficiently evaluating $r(A)$, where it turns out that the relative error for a matrix argument is only small if we use a partial fraction decomposition for $r$ following Antoulas and Mayo. An important role is played by a new stopping criterion which ensures to automatically find the degree of $r$ leading to a small error, even in presence of finite precision arithmetic.
We study means of geometric type of quasi-Toeplitz matrices, that are semi-infinite matrices $A=(a_{i,j})_{i,j=1,2,ldots}$ of the form $A=T(a)+E$, where $E$ represents a compact operator, and $T(a)$ is a semi-infinite Toeplitz matrix associated with the function $a$, with Fourier series $sum_{ell=-infty}^{infty} a_ell e^{mathfrak i ell t}$, in the sense that $(T(a))_{i,j}=a_{j-i}$. If $a$ is rv and essentially bounded, then these matrices represent bounded self-adjoint operators on $ell^2$. We consider the case where $a$ is a continuous function, where quasi-Toeplitz matrices coincide with a classical Toeplitz algebra, and the case where $a$ is in the Wiener algebra, that is, has absolutely convergent Fourier series. We prove that if $a_1,ldots,a_p$ are continuous and positive functions, or are in the Wiener algebra with some further conditions, then means of geometric type, such as the ALM, the NBMP and the Karcher mean of quasi-Toeplitz positive definite matrices associated with $a_1,ldots,a_p$, are quasi-Toeplitz matrices associated with the geometric mean $(a_1cdots a_p)^{1/p}$, which differ only by the compact correction. We show by numerical tests that these operator means can be practically approximated.
We consider discrete Dirac systems as an alternative (to the famous SzegH{o} recurrencies and matrix orthogonal polynomials) approach to the study of the corresponding block Toeplitz matrices. We prove an analog of the Christoffel--Darboux formula and derive the asymptotic relations for the analog of reproducing kernel (using Weyl--Titchmarsh functions of discrete Dirac systems). We study also the case of rational Weyl--Titchmarsh functions (and GBDT version of the Backlund-Darboux transformation of the trivial discrete Dirac system). We show that block diagonal plus block semi-separable Toeplitz matrices appear in this case.
The paper is devoted to the spectral analysis of effective preconditioners for linear systems obtained via a Finite Element approximation to diffusion-dominated convection-diffusion equations. We consider a model setting in which the structured finite element partition is made by equi-lateral triangles. Under such assumptions, if the problem is coercive, and the diffusive and convective coefficients are regular enough, then the proposed preconditioned matrix sequences exhibit a strong clustering at unity, the preconditioning matrix sequence and the original matrix sequence are spectrally equivalent, and the eigenvector matrices have a mild conditioning. The obtained results allow to show the optimality of the related preconditioned Krylov methods. %It is important to stress that The interest of such a study relies on the observation that automatic grid generators tend to construct equi-lateral triangles when the mesh is fine enough. Numerical tests, both on the model setting and in the non-structured case, show the effectiveness of the proposal and the correctness of the theoretical findings.
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