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Factorized banded inverse preconditioners for matrices with Toeplitz structure

  • Fu Rong Lin*
  • , Michael K. Ng
  • , Wai Ki Ching
  • *Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

16 Citations (Scopus)

Abstract

In this paper, we study factorized banded inverse preconditioned 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* DT 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.

Original languageEnglish
Pages (from-to)1852-1870
Number of pages19
JournalSIAM Journal on Scientific Computing
Volume26
Issue number6
DOIs
Publication statusPublished - Jan 2005

User-Defined Keywords

  • Inverse preconditioners
  • Nonlinear image restoration
  • Toeplitz-related matrices

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