Higher-order quadratures for circulant preconditioned Wiener-Hopf equations
type: Item
instance of: scholarly article
title: Higher-order quadratures for circulant preconditioned Wiener-Hopf equations
zbMATH Open document ID: 0852.65133
DOI: 10.1007/BF01740548
author: Fu-Rong Lin
author: Michael Ng
published in: BIT
publication date: 1996-05-22T00:00:00Z
review text: A new preconditioner for Wiener-Hopf equations is developed to avoid matrix systems that cannot be solved efficiently by using fast Fourier transforms when higher order quadratures are employed to discretize the preconditioned equations. The preconditioner proposed here is produced by using self-adjoint circulant integral operators to precondition the integral operators of the Wiener-Hopf equation. The spectra of the circulant preconditioned operator are clustered around 1, so that the preconditioned conjugate gradient method converges fast. Numerical examples are given, unfortunately the error analysis is not elaborated very carefully.
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45E10
Mathematics Subject Classification ID: 65F35
zbMATH DE Number: 881187
zbMATH Keywords: quadrature method
zbMATH Keywords: numerical examples
zbMATH Keywords: preconditioner
zbMATH Keywords: Wiener-Hopf equations
zbMATH Keywords: fast Fourier transforms
zbMATH Keywords: circulant integral operators
zbMATH Keywords: preconditioned conjugate gradient method
MaRDI profile type: Publication
cites work: Superfast Solution of Real Positive Definite Toeplitz Systems
cites work: Circulant integral operators as preconditioners for Wiener-Hopf equations
cites work: Q3908057
cites work: Fast Preconditioned Conjugate Gradient Algorithms for Wiener–Hopf Integral Equations
cites work: Q3359644
cites work: A Proposal for Toeplitz Matrix Calculations
full work available at URL: https://doi.org/10.1007/bf01740548
OpenAlex ID: W1979135893
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description: scientific article; zbMATH DE number 881187