Two-grid methods for banded linear systems from DCT III algebra

We describe a two-grid and a multigrid method for linear systems whose coefficient matrices are point or block matrices from the cosine algebra generated by a polynomial. We show that the convergence rate of the two-grid method is constant independent of the size of the given matrix. Numerical examples from differential and integral equations are given to illustrate the convergence of both the two-grid and the multigrid method.