Preconditioned iterative methods for nonsymmetric Toeplitz and block Toeplitz matrices
Jennifer Pestana (University of Strathclyde)
Thursday 15th March, 2018 14:00-15:00 311B Mathematics and Statistics Building
(Lunch with the speaker will be at One A The Square, leaving from the school front foyer at 12.45.)
Linear systems with nonsingular Toeplitz or block Toeplitz matrices arise in many applications, notably when discretizing partial differential, fractional differential or integral equations using constant time steps. These linear systems are amenable to solution by iterative methods, e.g., Krylov subspace methods, but to keep the number of iterations low preconditioning is typically required.
When the (block) Toeplitz matrix is symmetric, descriptive convergence theory guides the choice of preconditioner, but in the nonsymmetric case preconditioning is largely heuristic. In this talk we show how to symmetrize (block) Toeplitz matrices, so that the descriptive convergence theory for symmetric problems can be applied in order to design preconditioners that are guaranteed to be effective. Our numerical experiments validate the efficiency and robustness of the proposed approach.