Preconditioning of Block Toeplitz Matrices by Sine Transforms
Fabio Di Benedetto · SIAM Journal on Scientific Computing · 1997
The iterative solution of a block Toeplitz linear system by the conjugate gradient method is analyzed, the preconditioning step being solved by means of a discrete sine transform. Convergence properties are established and compared to the behavior of the block circulant preconditioner recently proposed in the literature. As in the scalar case, the new approach takes advantage if the system is ill conditioned.