Recursive self preconditioning method based on Schur complement for Toeplitz matrices

Recursive self preconditioning method based on Schur complement for Toeplitz matrices

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Article ID: iaor20132008
Volume: 62
Issue: 3
Start Page Number: 505
End Page Number: 525
Publication Date: Mar 2013
Journal: Numerical Algorithms
Authors: ,
Keywords: numerical analysis
Abstract:

In this paper, we propose to solve the Toeplitz linear systems T n x = b by a recursive‐based method. The method is based on repeatedly dividing the original problem into two subproblems that involve the solution of systems containing the Schur complement of the leading principal submatrix of the previous level. The idea is to solve the linear systems S m y = d, where S m is the Schur complement of T 2m (the principal submatrix of T n ), by using a self preconditioned iterative methods. The preconditioners, which are the approximate inverses of S m , are constructed based on famous Gohberg–Semencul formula. All occurring matrices are represented by proper generating vectors of their displacement rank characterization. We show that, for well conditioned problems, the proposed method is efficient and robust. For ill‐conditioned problems, by using some iterative refinement method, the new method would be efficient and robust. Numerical experiments are presented to show the effectiveness of our new method.

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