Regularizing properties of a class of matrices including the optimal and the superoptimal preconditioners

Abstract

SummaryIn this work, given a positive definite matrix A, we introduce a class of matrices related to A, which is obtained by suitably combining projections of its powers onto algebras of matrices simultaneously diagonalized by a unitary transform. After a detailed theoretical study of some spectral properties of the matrices of this class, which suggests their use as regularizing preconditioners, we prove that such matrices can be cheaply computed when the matrix A has a Toeplitz structure. We provide numerical evidence of the advantages coming from the employment of the proposed preconditioners when used in regularizing procedures.