Approximation of multilevel Toeplitz matrices via multilevel trigonometric matrix spaces and applications to preconditioning
The results presented in this paper appear to serve as an unifying tool for dealing with the preconditioning problem for large dimensions, by devising preconditioners in any multilevel trigonometric linear space of matrices. Some clustering properties of the preconditioned matrices are proved which allow one to solve efficiently, by means of the preconditioned conjugate gradient type algorithms, linear systems or least squares problems. Some numerical results are reported.
scientific article; zbMATH DE number 1398725