Date
Tue, 03 May 2016
14:30
Location
L3
Speaker
Sean Hon
Organisation
University of Oxford

We propose several optimal preconditioners for systems defined by some functions $g$ of Toeplitz matrices $T_n$. In this paper we are interested in solving $g(T_n)x=b$ by the preconditioned conjugate method or the preconditioned minimal residual method, namely in the cases when $g(T_n)$ are the analytic functions $e^{T_n}$, $\sin{T_n}$ and $\cos{T_n}$. Numerical results are given to show the effectiveness of the proposed preconditioners.

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