Circulant Preconditioners Constructed from Kernels
Raymond H. Chan, Man-Chung Yeung · SIAM Journal on Numerical Analysis · 1992
Circulant preconditioners for Hermitian Toeplitz systems are considered from the viewpoint of function theory. It is shown that some well-known circulant preconditioners can be derived from convoluting the generating function f of the Toeplitz matrix with famous kernels like the Dirichlet and the Fejér kernels. Several circulant preconditioners are then constructed using this approach. Finally, it is proven that if the convolution product converges to f uniformly, then the circulant preconditioned Toeplitz systems will have a clustered spectrum.