Preconditioned conjugate gradients, radial basis functions, and Toeplitz matrices

Solving semidefinite programs using preconditioned conjugate gradients

A Preconditioned MINRES Method for Nonsymmetric Toeplitz Matrices

Circulant preconditioners that cluster eigenvalues are well established for linear systems involving symmetric positive definite Toeplitz matrices. For these preconditioners rapid convergence of the preconditioned conjugate gradient method is guaranteed. Since circulant preconditioners can be applied quickly using the fast Fourier transform, preconditioned CG with circulant preconditioning is e...

Asymptotic Results on the Spectra of Block Toeplitz Preconditioned Matrices

It is well known that the generating function f ∈ L([−π, π],R) of a class of Hermitian Toeplitz matrices An(f) describes very precisely the spectrum of each matrix of the class [U. Grenader and G. Szegö, Toeplitz Forms and Their Applications, 2nd ed., Chelsea, New York, 1984; E. E. Tyrtyshnikov, Linear Algebra Appl., 232 (1996), pp. 1–43]. In this paper we consider n×n block Toeplitz matrices w...

Parallel Preconditioned Conjugate-Gradients Methods on Transputer Networks

We show how highly efficient parallel implementations of basic linear algebra routines may be used as building blocks to implement efficient higher level algorithms. We discuss the solution of systems of linear equations using a preconditioned Conjugate-Gradients iterative method on a network of transputers. Results are presented for the solution of both dense and sparse systems; the latter bei...

Spectral Functions for Real Symmetric Toeplitz Matrices

We derive separate spectral functions for the even and odd spectra of a real symmetric Toeplitz matrix, which are given by the roots of those functions. These are rational functions, also commonly referred to as secular functions. Two applications are considered: spectral evolution as a function of one parameter and the computation of eigenvalues.