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Matrix-free constructions of circulant and block circulant preconditioners

Authors: Yang, Chao; Ng, Esmond G.; Penczek, Pawel A.;

Matrix-free constructions of circulant and block circulant preconditioners

Abstract

A framework for constructing circulant and block circulant preconditioners (C) for a symmetric linear system Ax=b arising from certain signal and image processing applications is presented in this paper. The proposed scheme does not make explicit use of matrix elements of A. It is ideal for applications in which A only exists in the form of a matrix vector multiplication routine, and in which the process of extracting matrix elements of A is costly. The proposed algorithm takes advantage of the fact that for many linear systems arising from signal or image processing applications, eigenvectors of A can be well represented by a small number of Fourier modes. Therefore, the construction of C can be carried out in the frequency domain by carefully choosing its eigenvalues so that the condition number of C{sup T} AC can be reduced significantly. We illustrate how to construct the spectrum of C in a way such that the smallest eigenvalues of C{sup T} AC overlaps with those of A extremely well while the largest eigenvalues of C{sup T} AC are smaller than those of A by several orders of magnitude. Numerical examples are provided to demonstrate the effectiveness of the preconditioner on accelerating the solution of linear systems arising from image reconstruction application.

Country
United States
Keywords

Signal Conditioners, Image Processing, And Information Science, Computing, Eigenvalues, Matrix Elements, Eigenvectors, 99 General And Miscellaneous//Mathematics, Algorithms, 510

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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