A unifying approach to the construction of circulant preconditioners

The main result is the “black dot algorithm” and its fast version for the construction of a new circulant preconditioner for Toeplitz matrices. This new preconditioner C is sought directly as a solution to one of possible settings of the approximation problem A ≈ C + R, where A is a given matrix and R should be a “low-rank” matrix. This very problem is a key to the analysis of superlinear convergence properties of already established circulant and other matrix-algebra preconditioners. In this regard, our new preconditioner is likely to be the best of all possible circulant preconditioners. Moreover, in contrast to several “function-based” circulant preconditioners used for “bad” symbols, it is constructed entirely from the entries of a given matrix and performs equally as the best of the known or better than those for the same symbols.