A Preconditioned MINRES Method for Block Lower Triangular Toeplitz Systems

Congcong Li, Xuelei Lin*, Sean Hon, Shu Lin Wu

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

Abstract

In this study, a novel preconditioner based on the absolute-value block α-circulant matrix approximation is developed, specifically designed for nonsymmetric dense block lower triangular Toeplitz (BLTT) systems that emerge from the numerical discretization of evolutionary equations. Our preconditioner is constructed by taking an absolute-value of a block α-circulant matrix approximation to the BLTT matrix. To apply our preconditioner, the original BLTT linear system is converted into a symmetric form by applying a time-reversing permutation transformation. Then, with our preconditioner, the preconditioned minimal residual method (MINRES) solver is employed to solve the symmetrized linear system. With properly chosen α, the eigenvalues of the preconditioned matrix are proven to be clustered around ±1 without any significant outliers. With the clustered spectrum, we show that the preconditioned MINRES solver for the preconditioned system has a convergence rate independent of system size. The efficacy of the proposed preconditioner is corroborated by our numerical experiments, which reveal that it attains optimal convergence.

Original languageEnglish
Article number63
Number of pages28
JournalJournal of Scientific Computing
Volume100
Issue number3
Early online date13 Jul 2024
DOIs
Publication statusPublished - Sept 2024

Scopus Subject Areas

  • Software
  • Theoretical Computer Science
  • Numerical Analysis
  • Engineering(all)
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Absolute value block α-circulant preconditioner
  • Block lower triangular Toeplitz system
  • Evolutionary equations
  • MINRES

Cite this