Popular preconditioners for conjugate gradient methods often reveal poor regularization properties that make them useless for very ill-conditioned linear systems arising in inverse problems. Recent results have awakened the interest towards the Tyrtyshnikov superoptimal preconditioners since it has been demonstrated that they exhibit good filtering capabilities. Here, in order to improve the regularizing behaviour, we generalize the definition of superoptimal preconditioner. Later on, by means of this more general definition, we develop a particular family of preconditioners for Toeplitz highly ill-conditioned linear systems.
A class of filtering superoptimal preconditioners for highly ill-conditioned linear systems
Estatico, Claudio
2002-01-01
Abstract
Popular preconditioners for conjugate gradient methods often reveal poor regularization properties that make them useless for very ill-conditioned linear systems arising in inverse problems. Recent results have awakened the interest towards the Tyrtyshnikov superoptimal preconditioners since it has been demonstrated that they exhibit good filtering capabilities. Here, in order to improve the regularizing behaviour, we generalize the definition of superoptimal preconditioner. Later on, by means of this more general definition, we develop a particular family of preconditioners for Toeplitz highly ill-conditioned linear systems.
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