Block band Toeplitz preconditioners derived from generating function approximations: Analysis and applications

We are concerned with the study and the design of optimal preconditioners for ill-conditioned Toeplitz systems that arise from a priori known real-valued nonnegative generating functions f(x,y) having roots of even multiplicities. Our preconditioned matrix is constructed by using a trigonometric polynomial θ(x,y) obtained from Fourier/kernel approximations or from the use of a proper interpolation scheme. Both of the above techniques produce a trigonometric polynomial θ(x,y) which approximates the generating function f(x,y), and hence the preconditioned matrix is forced to have clustered spectrum. As θ(x,y) is chosen to be a trigonometric polynomial, the preconditioner is a block band Toeplitz matrix with Toeplitz blocks, and therefore its inversion does not increase the total complexity of the PCG method. Preconditioning by block Toeplitz matrices has been treated in the literature in several papers. We compare our method with their results and we show the efficiency of our proposal through various numerical experiments.