Practical band Toeplitz preconditioning and boundary layer effects

In the last decade many efficient iterative solvers for n × n Hermitian positive definite Toeplitz systems have been devised. Many of them are based on band Toeplitz preconditioners: they are optimal but require the knowledge of the zeros of the underlying generating function. In some cases this information is available and in some cases is not. In [27] an economic numerical procedure for finding these zeros within a given precision has been devised. Here we provide conditions on the approximation error of these zeros in order to maintain the optimality that is a convergence rate independent of the dimension n of the considered linear systems.