Factorized Banded Inverse Preconditioners for Matrices with Toeplitz Structure

Factorized Banded Inverse Preconditioners for Matrices with Toeplitz Structure
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Toeplitz 结构矩阵的因式分解带状逆预处理器

DOI:
10.1137/030601272
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发表时间:
2005-06
期刊:
SIAM J Scientific Computing
影响因子:
--
通讯作者:
Wai-Ki Ching
Wai-Ki Ching
中科院分区:
其他
文献类型:
--
作者:
林福荣;Michael K. Ng;Wai-Ki Ching

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本文研究了具有Toeplitz结构矩阵的分解带状逆预条件子。我们证明了如果Toeplitz矩阵T具有一定的非对角衰减性质,则分解带状逆预条件子精确地逼近T-1,并且这些预条件矩阵的谱都聚集在1附近。在非线性图像恢复应用中,需要求解I + T* DT形式的Toeplitz相关系统,其中D是正的非常数对角矩阵。我们构造这样的矩阵的逆预条件。数值结果表明,我们提出的预条件子的性能优于循环预条件子的性能上级。一个二维非线性图像复原的例子也证明了所提出的预处理器的有效性。
In this paper, we study factorized banded inverse preconditioners for matrices with Toeplitz structure. We show that if a Toeplitz matrix T has certain off-diagonal decay property, then the factorized banded inverse preconditioner approximates T-1 accurately, and the spectra of these preconditioned matrices are clustered around 1. In nonlinear image restoration applications, Toeplitz-related systems of the form I + T* D T are required to solve, where D is a positive nonconstant diagonal matrix. We construct inverse preconditioners for such matrices. Numerical results show that the performance of our proposed preconditioners are superior to that of circulant preconditioners. A two-dimensional nonlinear image restoration example is also presented to demonstrate the effectiveness of the proposed preconditioner.
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影响因子: 2.1
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