Accelerated Circulant and Skew Circulant Splitting Methods for Hermitian Positive Definite Toeplitz Systems

Abstract EN

We study the CSCS method for large Hermitian positive definite Toeplitz linear systems, which first appears in Ng's paper published in (Ng, 2003), and CSCS stands for circulant and skew circulant splitting of the coefficient matrix A.

In this paper, we present a new iteration method for the numerical solution of Hermitian positive definite Toeplitz systems of linear equations.

The method is a two-parameter generation of the CSCS method such that when the two parameters involved are equal, it coincides with the CSCS method.

We discuss the convergence property and optimal parameters of this method.

Finally, we extend our method to BTTB matrices.

Numerical experiments are presented to show the effectiveness of our new method.