Preconditioners for block Toeplitz systems based on circulant preconditioners

Abstract

We study the numerical solution of a block system T m,n x=b by preconditioned conjugate gradient methods where T m,n is an m×m block Toeplitz matrix with n×n Toeplitz blocks. These systems occur in a variety of applications, such as two-dimensional image processing and the discretization of two-dimensional partial differential equations. In this paper, we propose new preconditioners for block systems based on circulant preconditioners. From level-1 circulant preconditioner we construct our first preconditioner q 1(T m,n ) which is the sum of a block Toeplitz matrix with Toeplitz blocks and a sparse matrix with Toeplitz blocks. By setting selected entries of the inverse of level-2 circulant preconditioner to zero, we get our preconditioner q 2(T m,n ) which is a (band) block Toeplitz matrix with (band) Toeplitz blocks. Numerical results show that our preconditioners are more efficient than circulant preconditioners.