A modified T. Chan's preconditioner for Toeplitz systems

Authors:
Xiao-Guang Lv;Ting-Zhu Huang;Zhi-Gang Ren
Affiliations:
School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China
Venue:
Computers & Mathematics with Applications
Year:
2009

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Abstract

We present a modified T. Chan's preconditioner for solving Toeplitz linear systems by the preconditioned conjugate gradient (PCG) method in this paper. Especially, we give some results when the matrices are Hermitian positive definite Toeplitz matrices. The operation and convergence of the PCG method are discussed. Numerical examples presented illustrate the effectiveness of the preconditioner obtained.