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CATEGORIES:Optimisation and Numerical Analysis Seminars
SUMMARY:Preconditioned iterative methods for nonsymmetric
Toeplitz and block Toeplitz matrices - Jennifer Pe
stana (University of Strathclyde)
DTSTART:20180301T120000Z
DTEND:20180301T130000Z
UID:TALK3072AT
URL:/talk/index/3072
DESCRIPTION:Linear systems with nonsingular Toeplitz or block
Toeplitz matrices arise in many applications\, not
ably when discretizing partial differential\, fra
ctional differential or integral equations using c
onstant time steps. These linear systems are amena
ble to solution by iterative methods\, e.g.\, Kryl
ov subspace methods\, but to keep the number of it
erations low preconditioning is typically required
. \n\nWhen the (block) Toeplitz matrix is symmetri
c\, descriptive convergence theory guides the choi
ce of preconditioner\, but in the nonsymmetric cas
e preconditioning is largely heuristic. In this ta
lk we show how to symmetrize (block) Toeplitz matr
ices\, so that the descriptive convergence theory
for symmetric problems can be applied in order to
design preconditioners that are guaranteed to be e
ffective. Our numerical experiments validate the e
fficiency and robustness of the proposed approach.
\n
LOCATION:Lecture Theatre 2\, Strathcona Building
CONTACT:Sergey Sergeev
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