A sparse preconditioner for symmetric positive definite banded circulant and toeplitz linear systems
David John Evans, Dušan Caf · International Journal of Computer Mathematics · 1994
A tridiagonal circulant preconditioner for banded symmetric circulant linear systems which occur in digital signal processing (DSP) problems is studied. It is shown, that for banded symmetric positive definite (SPD) circulant matrices with bandwidth p and elements satisfying an efficient tridiagonal circulant preconditioner can be designed. The influence of a preconditioning parameter w on the condition number of the preconditioned linear system is studied and a formula for estimating is proposed.