We perform a spectral analysis of the preconditioned Hermitian/skew-Hermitian splitting (PHSS) method applied to multilevel block Toeplitz linear systems in which the coefficient matrix Tn.f / is associated with a Lebesgue integrable matrix-valued function f . When the preconditioner is chosen as a Hermitian positive definite multilevel block Toeplitz matrix Tn.g/, the resulting sequence of PHSS iteration matrices Mn belongs to the generalized locally Toeplitz class. In this case, we are able to compute the symbolø.f; g/ describing the asymptotic eigenvalue distribution ofMn when n→∞and the matrix size diverges. By minimizing the infinity norm of the spectral radius of the symbolø.f; g/, we are also able to identify effective PHSS preconditioners Tn.g/ for the matrix Tn.f /. A number of numerical experiments are presented and commented, showing that the theoretical results are confirmed and that the spectral analysis leads to efficient PHSS methods.
Preconditioned HSS method for large multilevel block Toeplitz linear systems via the notion of matrix-valued symbol
DONATELLI, MARCO;Garoni, C.;Mazza, M.
;SERRA CAPIZZANO, STEFANO;
2016-01-01
Abstract
We perform a spectral analysis of the preconditioned Hermitian/skew-Hermitian splitting (PHSS) method applied to multilevel block Toeplitz linear systems in which the coefficient matrix Tn.f / is associated with a Lebesgue integrable matrix-valued function f . When the preconditioner is chosen as a Hermitian positive definite multilevel block Toeplitz matrix Tn.g/, the resulting sequence of PHSS iteration matrices Mn belongs to the generalized locally Toeplitz class. In this case, we are able to compute the symbolø.f; g/ describing the asymptotic eigenvalue distribution ofMn when n→∞and the matrix size diverges. By minimizing the infinity norm of the spectral radius of the symbolø.f; g/, we are also able to identify effective PHSS preconditioners Tn.g/ for the matrix Tn.f /. A number of numerical experiments are presented and commented, showing that the theoretical results are confirmed and that the spectral analysis leads to efficient PHSS methods.File | Dimensione | Formato | |
---|---|---|---|
garoni 2016 nlaa.pdf
non disponibili
Tipologia:
Versione Editoriale (PDF)
Licenza:
DRM non definito
Dimensione
1.47 MB
Formato
Adobe PDF
|
1.47 MB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.