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计算数学  2000 

FAST W TRANSFORM BASED PRECONDITIONER FOR SYMMETRIC TOEPLITZ SYSTEMS
对称Toeplitz系统的快速W变换基预条件子

Keywords: Toeplitz equations,preconditioned conjugate gradient (PCG) method,fast W transform
Toeplitz方程组
,预条件,共轭梯度法,快速W变换

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Abstract:

A new matrix algebra W, including the set of real symmetric skewcirculant matrices, is introduced. It is proved that all the matrices of W can be simultaneously diagonalized by the discrete W transform matrix. As an application, the use of preconditioned iterative method (preconditioner W1_(T_n) belongs to matrix class W) to solve a system of equations with a Toeplitz coefficients matrix is developed. If generating function f(x) is nonnegative piecewise continuous and has enumerable zero points, we conclude that the spectrum of iterative matrix have a cluster at one. The results of numerical tests with this preconditioner are presented.Our preconditioner is comparable, and if f(x) is not smooth that superior, to Strang's circulant preconditioner and Huckle's skewcirculant preconditioner.

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