Received: 29 May 2017 Revised: 26 October 2018 Accepted: 15 November 2018
DOI: 10.1002/nla.2225
RESEARCH ARTICLE
Regularizing properties of a class of matrices including the
optimal and the superoptimal preconditioners
Stefano Cipolla
1
Carmine Di Fiore
2
Fabio Durastante
3
Paolo Zellini
2
1
Department of Mathematics, University
of Padova, Padua, Italy
2
Department of Mathematics, University
of Rome Tor Vergata, Rome, Italy
3
Department of Computer Science,
University of Pisa, Pisa, Italy
Correspondence
Stefano Cipolla, Department of
Mathematics, University of Padova, via
Trieste 33, 35121 Padua, Italy.
Email: cipolla@math.unipd.it
Funding information
Gruppo Nazionale per il Calcolo
Scientifico dell'Istituto Nazionale di Alta
Matematica (INdAM-GNCS) ; 2018
INdAM-GNCS project “Tecniche
innovative per problemi di algebra
lineare”; MIUR Excellence Department
Project awarded to the Department of
Mathematics, University of Rome Tor
Vergata, Grant/Award Number: CUP
E83C18000100006
Summary
In this work, given a positive definite matrix A, we introduce a class of matrices
related to A, which is obtained by suitably combining projections of its powers
onto algebras of matrices simultaneously diagonalized by a unitary transform.
After a detailed theoretical study of some spectral properties of the matrices of
this class, which suggests their use as regularizing preconditioners, we prove
that such matrices can be cheaply computed when the matrix A has a Toeplitz
structure. We provide numerical evidence of the advantages coming from
the employment of the proposed preconditioners when used in regularizing
procedures.
KEYWORDS
optimal preconditioning, regularizing preconditioners, superoptimal preconditioning
1 INTRODUCTION
Given a matrix A ∈ ℂ
n×n
and ∶= sd U ={Ud(z)U
∗
∶ z ∈ ℂ
n
}, with d(z) being the diagonal matrix with entries z
i
and U being a unitary fixed matrix, let us define the optimal preconditioners of A as
A
∶= arg min
X∈
||X - A||
F
. Opti-
mal circulant preconditioners (i.e., U is the Fourier matrix) have been introduced in the work of T. Chan
1
and studied
in the works of R. Chan
2
and Tyrtyshnikov.
3
Superoptimal circulant preconditioners of A—obtained solving the problem
min
X∈
||AX - I ||
F
—have been introduced in the work of Tyrtyshnikov
3
and studied in the works of Chan et al.
4
and
Di Benedetto et al.
5
There is a huge amount of literature studying the properties of these preconditioners and both have
been used in the context of several applications; see, for example, the works of Chan et al.
6
and Bertaccini et al.,
7
and
the numerous references therein. In the work of Di Benedetto et al.,
5
it has been proved that the circulant superopti-
mal preconditioners for A = Toeplitz matrix provide a poor approximation of the original Toeplitz matrix when this is
ill conditioned: If the considered Toeplitz matrix has a family of eigenvalues collapsing to zero, then the corresponding
eigenvalues of the superoptimal preconditioner are well separated from zero; this peculiarity of the superoptimal pre-
conditioners causes a slowdown of the preconditioned conjugate gradient (PCG) method when solving exactly the linear
system. In contrast, the inability of the superoptimal preconditioner to accurately approximate the eigenvalues collaps-
ing to zero is a particularly appreciated peculiarity in the field of image restoration and inverse problems where problems
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