Preconditioned HSS method for large multilevel block Toeplitz linear systems via the notion of matrix-valued symbol
Articolo
Data di Pubblicazione:
2016
Abstract:
We perform a spectral analysis of the preconditioned Hermitian/skew-Hermitian splitting (PHSS) method applied to multilevel block Toeplitz linear systems in which the coefficient matrix Tn.f / is associated with a Lebesgue integrable matrix-valued function f . When the preconditioner is chosen as a Hermitian positive definite multilevel block Toeplitz matrix Tn.g/, the resulting sequence of PHSS iteration matrices Mn belongs to the generalized locally Toeplitz class. In this case, we are able to compute the symbolø.f; g/ describing the asymptotic eigenvalue distribution ofMn when n→∞and the matrix size diverges. By minimizing the infinity norm of the spectral radius of the symbolø.f; g/, we are also able to identify effective PHSS preconditioners Tn.g/ for the matrix Tn.f /. A number of numerical experiments are presented and commented, showing that the theoretical results are confirmed and that the spectral analysis leads to efficient PHSS methods.
Tipologia CRIS:
Articolo su Rivista
Keywords:
Eigenvalue distribution; Preconditioned HSS method; Symbol; Toeplitz matrix; Toeplitz preconditioning
Elenco autori:
Donatelli, Marco; Garoni, C.; Mazza, M.; SERRA CAPIZZANO, Stefano; Sesana, D.
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