Abstract
In this paper we propose and analyze preconditioning strategies for Hermitian in-definite linear systems by using indefinite preconditioners: under very elementary assumptions, we show that the eigenvalues are real. Moreover, in the case of multilevel Toeplitz structures, we prove distributional and localization results. These techniques used in connection with the CG, GMRES, BICGstab, and QMR algorithms allow us to solve in an optimal way the corresponding linear systems. A wide numerical experimentation confirms the efficiency of the proposed procedures.
| Original language | English |
|---|---|
| Pages (from-to) | 1633-1654 |
| Number of pages | 22 |
| Journal | SIAM Journal on Scientific Computing |
| Volume | 25 |
| Issue number | 5 |
| DOIs | |
| State | Published - 2004 |
Keywords
- Generating function
- Preconditioning
- Toeplitz matrix
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