کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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6416735 | 1336855 | 2013 | 23 صفحه PDF | دانلود رایگان |
When a linear system Ax=y is solved by means of iterative methods (mainly CG and GMRES) and the convergence rate is slow, one may consider a preconditioner P and move to the preconditioned system P-1Ax=P-1y. The use of such preconditioner changes the spectrum of the matrix defining the system and could result into a great acceleration of the convergence rate. The construction of optimal rank preconditioners is strongly related to the possibility of splitting A as A=P+R+E, where E is a small perturbation and R is of low rank (Tyrtyshnikov, 1996) [1]. In the present work we extend the black-dot algorithm for the computation of such splitting for P circulant (see Oseledets and Tyrtyshnikov, 2006 [2]), to the case where P is in A, for several known low-complexity matrix algebras A. The algorithm so obtained is particularly efficient when A is Toeplitz plus Hankel like. We finally discuss in detail the existence and the properties of the decomposition A=P+R+E when A is Toeplitz, also extending to the Ï-circulant and Hartley-type cases some results previously known for P circulant.
Journal: Linear Algebra and its Applications - Volume 438, Issue 1, 1 January 2013, Pages 405-427