Approximate inverse-free preconditioners for Toeplitz matrices

摘要

In this paper, we propose approximate inverse-free preconditioners for solving Toeplitz systems. The preconditioners are constructed based on the famous Gohberg–Semencul formula. We show that if a Toeplitz matrix is generated by a positive bounded function and its entries enjoys the off-diagonal decay property, then the eigenvalues of the preconditioned matrix are clustered around one. Experimental results show that the proposed preconditioners are superior to other existing preconditioners in the literature.