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Approximate Inverse Preconditioner for the Toeplitz-Plus-Diagonal Matrix
【2015.2.2 5:00pm, N702】

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 2015-1-28 

  Colloquia & Seminars 

  Speaker

潘建瑜 副教授,华东师范大学数学系

  Title

Approximate Inverse Preconditioner for the Toeplitz-Plus-Diagonal Matrix

  Time

2015.2.2 17:00-18:00

  Venue

N702

  Abstract

In this talk, we consider the solution of Hermitian positive definite Toeplitz-plus-diagonal system. Unlike the case of Toeplitz systems, no fast direct solvers have been developed for solving such system of linear equations. Hence, we employ the preconditioned conjugate gradient method with approximate inverse preconditioner to solving such system. The proposed preconditioner can be constructed and implemented efficiently by using fast Fourier transforms. We show that if the entries of the Toeplitz matrix decay exponentially away from the main diagonals, the preconditioned CG method converges very quickly. Some applications are given to illustrate the effectiveness of the proposed preconditioner.

  Affiliation

 

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