TY - JOUR
T1 - Jackson's theorem and circulant preconditioned Toeplitz systems
AU - CHAN, Raymond H.
AU - YEUNG, Man Chung
PY - 1992/8
Y1 - 1992/8
N2 - The preconditioned conjugate gradient method is used to solve n-by-n Hermitian Toeplitz systems Anx = b. The preconditioner Sn is the Strang's circulant preconditioner which is defined to be the circulant matrix that copies the central diagonals of An. The convergence rate of the method depends on the spectrum of Sn-1An. Using Jackson's theorem in approximation theory, we prove that if An has a positive generating fucntion f{hook} whose lth derivative f{hook}(l), l ≥ 0, is Lipschitz of order 0 < α ≤ 1, then the method converges superlinearly. We show moreover that the error after 2q conjugate gradient steps decreases like Πk = 2q (log2 k k2(l + α)).
AB - The preconditioned conjugate gradient method is used to solve n-by-n Hermitian Toeplitz systems Anx = b. The preconditioner Sn is the Strang's circulant preconditioner which is defined to be the circulant matrix that copies the central diagonals of An. The convergence rate of the method depends on the spectrum of Sn-1An. Using Jackson's theorem in approximation theory, we prove that if An has a positive generating fucntion f{hook} whose lth derivative f{hook}(l), l ≥ 0, is Lipschitz of order 0 < α ≤ 1, then the method converges superlinearly. We show moreover that the error after 2q conjugate gradient steps decreases like Πk = 2q (log2 k k2(l + α)).
UR - http://www.scopus.com/inward/record.url?scp=38249008819&partnerID=8YFLogxK
U2 - 10.1016/0021-9045(92)90084-2
DO - 10.1016/0021-9045(92)90084-2
M3 - Journal Article (refereed)
AN - SCOPUS:38249008819
SN - 0021-9045
VL - 70
SP - 191
EP - 205
JO - Journal of Approximation Theory
JF - Journal of Approximation Theory
IS - 2
ER -