Starting from the spectral analysis of $g$-circulant matrices, we study the convergence of a multigrid method for circulant and Toeplitz matrices with various size reductions. We assume that the size $n$ of the coefficient matrix is divisible by $g\ge 2$ such that at the lower level the system is reduced to one of size $n/g$, by employing $g$-circulant based projectors. We perform a rigorous two-grid convergence analysis in the circulant case and we extend experimentally the results to the Toeplitz setting, by employing structure preserving projectors. The optimality of the two-grid method and of the multigrid method is proved, when the number $\theta \in \mathbb{N}$ of recursive calls is such that $1 < \theta < g$. The previous analysis is used also to overcome some pathological cases, in which the generating function has zeros located at ``mirror points'' and the standard two-grid method with $g=2$ is not optimal. The numerical experiments show the correctness and applicability of the proposed ideas, both for circulant and Toeplitz matrices.

Multigrid methods for Toeplitz linear systems with different size reduction

DONATELLI, MARCO;SERRA CAPIZZANO, STEFANO;
2012-01-01

Abstract

Starting from the spectral analysis of $g$-circulant matrices, we study the convergence of a multigrid method for circulant and Toeplitz matrices with various size reductions. We assume that the size $n$ of the coefficient matrix is divisible by $g\ge 2$ such that at the lower level the system is reduced to one of size $n/g$, by employing $g$-circulant based projectors. We perform a rigorous two-grid convergence analysis in the circulant case and we extend experimentally the results to the Toeplitz setting, by employing structure preserving projectors. The optimality of the two-grid method and of the multigrid method is proved, when the number $\theta \in \mathbb{N}$ of recursive calls is such that $1 < \theta < g$. The previous analysis is used also to overcome some pathological cases, in which the generating function has zeros located at ``mirror points'' and the standard two-grid method with $g=2$ is not optimal. The numerical experiments show the correctness and applicability of the proposed ideas, both for circulant and Toeplitz matrices.
2012
BIT
Circulant; g-circulant and Toeplitz matrices; Two-grid and multigrid methods
Donatelli, Marco; SERRA CAPIZZANO, Stefano; Sesana, D.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/1736794
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