English

Multigrid methods for Toeplitz linear systems with different size reduction

Numerical Analysis 2010-10-28 v1

Abstract

Starting from the spectral analysis of g-circulant matrices, we consider a new multigrid method for circulant and Toeplitz matrices with given generating function. We assume that the size n of the coefficient matrix is divisible by g \geq 2 such that at the lower level the system is reduced to one of size n/g by employing g-circulant based projectors. We perform a rigorous two-grid convergence analysis in the circulant case and we extend experimentally the results to the Toeplitz setting, by employing structure preserving projectors. The optimality of the proposed two-grid method and of the multigrid method is proved, when the number theta \in N of recursive calls is such that 1 < theta < g. The previous analysis is used also to overcome some pathological cases, in which the generating function has zeros located at "mirror points" and the standard two-grid method with g = 2 is not optimal. The numerical experiments show the correctness and applicability of the proposed ideas both for circulant and Toeplitz matrices.

Keywords

Cite

@article{arxiv.1010.5730,
  title  = {Multigrid methods for Toeplitz linear systems with different size reduction},
  author = {Marco Donatelli and Stefano Serra-Capizzano and Debora Sesana},
  journal= {arXiv preprint arXiv:1010.5730},
  year   = {2010}
}

Comments

19 pages, 4 figures

R2 v1 2026-06-21T16:35:02.859Z