Optimal preconditioners for systems defined by functions of Toeplitz matrices


Abstract in English

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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