Skip to main content
Log in

A short survey on preconditioners and Korovkin-type theorems

  • S.I.: ICWAA-2018
  • Published:
The Journal of Analysis Aims and scope Submit manuscript

Abstract

Korovkin-type theorems in the commutative as well as noncommutative set up have many applications in various fields. In this survey, we discuss the applications of noncommutative Korovkin-type theorems in numerical linear algebra. Consider the equation \(Ax=b\) where A is an \(n \times n\) matrix with Toeplitz structure. In 1988, Tony Chan invented the optimal circulant preconditioner C for the system and observed that they are useful in getting faster convergence for iteration processes associated with classical splittings and with (preconditioned) Krylov methods. In the same spirit, several researchers have considered this problem to get efficient preconditioners such as Hartley, \(\epsilon\)-circulant etc. In 1999, Stefano Serra-Capizzano generalized this technique by considering an arbitrary sequence of matrix algebras \(\{M_{U_n}\}\) that includes algebras associated with fast transforms like Fourier, Trigonometric, Hartley, Wavelet etc. He showed that in this general situation, a sequence of matrices \(\{P_{U_n}(A_n)\}\) in \(M_{U_n}\) is a preconditioner to the Toeplitz matrix sequence \(\{A_n\}\) if \(P_{U_n}(A_n)-A_n\) converges to the 0 matrix in the sense of the singular value clustering or eigenvalue clustering, if all the involved matrices are Hermitian. In 2013, these notions were generalized into the setting of operators acting on infinite dimensional Hilbert spaces. The connection of preconditioners with the noncommutative Korovkin-type theorems is the most interesting aspect of this study. The classical theorem of Korovkin unified several approximation processes such as Bernstein, Weierstrass, Fejer etc. Similarly, the Korovkin-type theorems obtained in the context of matrix/operator sequences here unify several preconditioning techniques such as Fourier, Hartley etc. These results find applications in spectral approximation problem for bounded self-adjoint operators. The most recent interests include Korovkin-type theorems for nonnormal Toeplitz operators on various function spaces. A short survey of all these developments are presented in this article.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Al-Fhaid, A.S., S. Serra-Capizzano, D. Sesana, and M. Zaka Ullah. 2014. Singular-value (and eigenvalue) distribution and Krylov preconditioning of sequences of sampling matrices approximating integral operators. Numerical Linear Algebra with Applications 21 (6): 722–743.

    Article  MathSciNet  MATH  Google Scholar 

  2. Altomare, F. 1986. Korovkin closures in Banach algebras, Advances in invariant subspaces and other results of operator theory (Timişoara and Herculane, 1984), operator theory: advances and applications, vol. 17, 35–42. Basel: Birkhäuser.

    Book  Google Scholar 

  3. Altomare, F. 2010. Korovkin-type theorems and approximation by positive linear operators. Surveys in Approximation Theory 5: 92–164.

    MathSciNet  MATH  Google Scholar 

  4. Altomare, F., and M. Campiti. 1994. Korovkin-type approximation theory and its applications, De Gruyter Studies in Mathematics, vol. 17, Walter de Gruyter & Co., Berlin, Appendix A by Michael Pannenberg and Appendix B by Ferdinand Beckhoff.

  5. Arveson, W.B. An approximation theorem for function algebras, Preprint, The University of Texas, Austin (1970. SC 1.2,7.3.c).

  6. Arveson, W.B. 2008. The noncommutative Choquet boundary. Journal of the American Mathematical Society 21 (4): 1065–1084.

    Article  MathSciNet  MATH  Google Scholar 

  7. Arveson, W.B. 2011. The noncommutative Choquet boundary II: hyperrigidity. Israel Journal of Mathematics 184: 349–385.

    Article  MathSciNet  MATH  Google Scholar 

  8. Avram, F. 1988. On bilinear forms in Gaussian random variables and Toeplitz matrices. Probability Theory and Related Fields 79 (1): 37–45.

    Article  MathSciNet  MATH  Google Scholar 

  9. Axelsson, O. 1994. Iterative solution methods. Cambridge: Cambridge University Press.

    Book  MATH  Google Scholar 

  10. Axelsson, O., and G. Lindskog. 1986. On the rate of convergence of the preconditioned conjugate gradient method. Numerische Mathematik 48 (5): 499–523.

    Article  MathSciNet  MATH  Google Scholar 

  11. Berger, C.A., and L.A. Coburn. 1987. Toeplitz operators on the Segal-Bargmann space. Transactions of the American Mathematical Society 301 (2): 813–829.

    Article  MathSciNet  MATH  Google Scholar 

  12. Bini, D., and M. Capovani. 1983. Spectral and computational properties of band symmetric Toeplitz matrices. Linear Algebra and Its Applications 52 (53): 99–126.

    Article  MathSciNet  MATH  Google Scholar 

  13. Bini, D., and P. Favati. 1993. On a matrix algebra related to the discrete Hartley transform. SIAM Journal on Matrix Analysis and Applications 14 (2): 500–507.

    Article  MathSciNet  MATH  Google Scholar 

  14. Böttcher, A., A.V. Chithra, and M.N.N. Namboodiri. 2001. Approximation of approximation numbers by truncation. Integral Equations Operator Theory 39 (4): 387–395.

    Article  MathSciNet  MATH  Google Scholar 

  15. Brown, A., and P.R. Halmos. 1963. Algebraic properties of Toeplitz operators. Journal fur die reine und angewandte Mathematik 213: 89–102.

    MathSciNet  MATH  Google Scholar 

  16. Chan, R.H. 1991. Toeplitz preconditioners for Toeplitz systems with nonnegative generating functions. IMA Journal of Numerical Analysis 11 (3): 333–345.

    Article  MathSciNet  MATH  Google Scholar 

  17. Chan, R.H., and W.K. Ching. 1996. Toeplitz-circulant preconditioners for Toeplitz systems and their applications to queueing networks with batch arrivals. SIAM Journal on Scientific Computing 17 (3): 762–772.

    Article  MathSciNet  MATH  Google Scholar 

  18. Chan, R.H., J.G. Nagy, and R.J. Plemmons. 1994. Circulant preconditioned Toeplitz least squares iterations. SIAM Journal on Matrix Analysis and Applications 15 (1): 80–97.

    Article  MathSciNet  MATH  Google Scholar 

  19. Chan, R.H., and M.K. Ng. 1996. Conjugate gradient methods for Toeplitz systems. SIAM Review 38 (3): 427–482.

    Article  MathSciNet  MATH  Google Scholar 

  20. Chan, R.H., and P.T.P. Tang. 1993. Constrained minimax approximation and optimal preconditioners for Toeplitz matrices. Numerical Algorithms 5 (1–4): 353–364, Algorithms for approximation, III (Oxford, 1992).

  21. Chan, R.H., and P.T.P. Tang. 1994. Fast band-Toeplitz preconditioners for Hermitian Toeplitz systems. SIAM Journal on Scientific Computing 15 (1): 164–171.

    Article  MathSciNet  MATH  Google Scholar 

  22. Chan, R.H., and M.C. Yeung. 1992. Circulant preconditioners for Toeplitz matrices with positive continuous generating functions. Mathematics of Computation 58 (197): 233–240.

    Article  MathSciNet  MATH  Google Scholar 

  23. Chan, T.F. 1988. An optimal circulant preconditioner for Toeplitz systems. SIAM Journal on Scientific Computing 9 (4): 766–771.

    Article  MathSciNet  MATH  Google Scholar 

  24. Cipolla, S., C. Di Fiore, and F. Tudisco. 2017. Euler-richardson method preconditioned by weakly stochastic matrix algebras: a potential contribution to Page Rank computation. Electronic Journal of Linear Algebra 32: 254–272.

    Article  MathSciNet  MATH  Google Scholar 

  25. Davis, P. 1979. Circulant matrices, John Wiley & Sons, New York-Chichester-Brisbane. A Wiley-Interscience Publication, Pure and Applied Mathematics.

  26. Di Benedetto, F. 1995. Analysis of preconditioning techniques for ill-conditioned Toeplitz matrices. SIAM Journal on Scientific Computing 16 (3): 682–697.

    Article  MathSciNet  MATH  Google Scholar 

  27. Di Benedetto, F., G. Fiorentino, and S. Serra-Cappizano. 1993. CG preconditioning for Toeplitz matrices. Computers and Mathematics with Applications 25 (6): 35–45.

    Article  MathSciNet  MATH  Google Scholar 

  28. Di Benedetto, F., and S. Serra-Capizzano. 1999. A unifying approach to abstract matrix algebra preconditioning. Numerische Mathematik 82 (1): 57–90.

    Article  MathSciNet  MATH  Google Scholar 

  29. Di Benedetto, F., and S. Serra-Capizzano. 2000. Optimal multilevel matrix algebra operators. Linear and Multilinear Algebra 48 (1): 35–66.

    Article  MathSciNet  MATH  Google Scholar 

  30. Fan, K. 1955. A comparison theorem for eigenvalues of normal matrices. Pacific Journal of Mathematics 5: 911–913.

    Article  MathSciNet  MATH  Google Scholar 

  31. Garoni, C., and S. Serra-Capizzano. 2017. Generalized locally Toeplitz sequences: theory and applications, vol. I. Cham: Springer.

    Book  MATH  Google Scholar 

  32. Garoni, C., and S. Serra-Capizzano. 2018. Generalized locally Toeplitz sequences: theory and applications, vol. II. Cham: Springer.

    Book  MATH  Google Scholar 

  33. Golub, G.H., and C.F. Van Loan. 1983. Matrix computations, Johns Hopkins series in the mathematical sciences, vol. 3. Baltimore: Johns Hopkins University Press.

    Google Scholar 

  34. Greenbaum, A. 1979. Comparison of splittings used with the conjugate gradient algorithm. Numerische Mathematik 33 (2): 181–193.

    Article  MathSciNet  MATH  Google Scholar 

  35. Hanke, M., and J.G. Nagy. 1996. Restoration of atmospherically blurred images by symmetric indefinite conjugate gradient techniques. Inverse Problems 12 (2): 157–173.

    Article  MathSciNet  MATH  Google Scholar 

  36. Huckle, T., S. Serra-Capizzano, and C. Tablino-Possio. 2005. Preconditioning strategies for non-Hermitian Toeplitz linear systems. Numerical Linear Algebra with Applications 12 (2–3): 211–220.

    Article  MathSciNet  MATH  Google Scholar 

  37. Korovkin, P.P. 1960. Linear operators and approximation theory, Translated from the Russian ed. (1959). Russian Monographs and Texts on Advanced Mathematics and Physics, Vol. III, Gordon and Breach Publishers, Inc., New York; Hindustan Publishing Corp. (India), Delhi.

  38. Kiran Kumar, V.B. 2016. Preconditioners in spectral approximation. Annals of Functional Analysis 7 (2): 326–337.

    Article  MathSciNet  MATH  Google Scholar 

  39. Kiran Kumar, V.B., M.N.N. Namboodiri, and R. Rajan. 2018. A Korovkin-type theory for non-self-adjoint Toeplitz operators. Linear Algebra and its Applications 543: 140–161.

    Article  MathSciNet  MATH  Google Scholar 

  40. Kiran Kumar, V.B., M.N.N. Namboodiri, and S. Serra-Capizzano. 2013. Preconditioners and Korovkin-type theorems for infinite-dimensional bounded linear operators via completely positive maps. Studia Mathematica 218 (2): 95–118.

    Article  MathSciNet  MATH  Google Scholar 

  41. Limaye, B.V., and M.N.N. Namboodiri. 1984. A generalized noncommutative Korovkin theorem and \(\ast\)-closedness of certain sets of convergence. Illinois Journal of Mathematics 28 (2): 267–280.

    Article  MathSciNet  MATH  Google Scholar 

  42. Limaye, B.V., and M.N.N. Namboodiri. 1984. Weak Korovkin approximation by completely positive linear maps on \(B(H)\). Journal of Approximation Theory 42 (3): 201–211.

    Article  MathSciNet  MATH  Google Scholar 

  43. Limaye, B.V., and M.N.N. Namboodiri. 1982. Korovkin-type approximation on C*-algebras. Journal of Approximation Theory 34 (3): 237–246.

    Article  MathSciNet  MATH  Google Scholar 

  44. Nachtigal, N.M., S.C. Reddy, and L.N. Trefethen. 1992. How fast are nonsymmetric matrix iterations? SIAM Journal on Matrix Analysis and Applications. 13 (3): 778–795. Iterative methods in numerical linear algebra (Copper Mountain, CO, 1990).

  45. Namboodiri, M.N.N. 2011. Developments in non-commutative Korovkin-type theorems. RIMS Kokyuroku Series 737: 91–104.

    Google Scholar 

  46. Priestley, W.M. 1976. A noncommutative Korovkin theorem. Journal of Approximation Theory 16 (3): 251–260.

    Article  MathSciNet  MATH  Google Scholar 

  47. Robertson, A.G. 1977. A Korovkin theorem for Schwarz maps on \(C^*\)-algebras. Mathematische Zeitschrift 156 (2): 205–207.

    Article  MathSciNet  MATH  Google Scholar 

  48. Serra-Capizzano, S. 1994. Preconditioning strategies for asymptotically ill-conditioned block Toeplitz systems. BIT 34 (4): 579–594.

    Article  MathSciNet  MATH  Google Scholar 

  49. Serra-Capizzano, S. 1997. Optimal, quasi-optimal and superlinear band-Toeplitz preconditioners for asymptotically ill-conditioned positive definite Toeplitz systems. Mathematics of Computation 66 (218): 651–665.

    Article  MathSciNet  MATH  Google Scholar 

  50. Serra-Capizzano, S. 1999. A Korovkin-based approximation of multilevel Toeplitz matrices (with rectangular unstructured blocks) via multilevel trigonometric matrix spaces. SIAM Journal on Numerical Analysis 36 (6): 1831–1857.

    Article  MathSciNet  MATH  Google Scholar 

  51. Serra-Capizzano, S. 1999. A Korovkin-type theory for finite Toeplitz operators via matrix algebras. Numerische Mathematik 82 (1): 117–142.

    Article  MathSciNet  MATH  Google Scholar 

  52. Serra-Capizzano, S. 1999. Toeplitz preconditioners constructed from linear approximation processes. SIAM Journal on Matrix Analysis and Applications 20 (2): 446–465.

    Article  MathSciNet  MATH  Google Scholar 

  53. Serra-Capizzano, S., D. Bertaccini, and G.H. Golub. 2005. How to deduce a proper eigenvalue cluster from a proper singular value cluster in the nonnormal case. SIAM Journal on Matrix Analysis and Applications 27 (1): 82–86.

    Article  MathSciNet  MATH  Google Scholar 

  54. Serra-Capizzano, S., and P. Tilli. 1999. Extreme singular values and eigenvalues of non-Hermitian block Toeplitz matrices. Journal of Computational and Applied Mathematics 108 (1–2): 113–130.

    Article  MathSciNet  MATH  Google Scholar 

  55. Serra-Capizzano, S., and E.E. Tyrtyshnikov. 2000. Any circulant-like preconditioner for multilevel matrices is not superlinear. SIAM Journal on Matrix Analysis and Applications 21 (2): 431–439.

    Article  MathSciNet  MATH  Google Scholar 

  56. Strang, G. 1986. A proposal for Toeplitz matrix calculations. Studies in Applied Mathematics 74 (2): 171–176.

    Article  MATH  Google Scholar 

  57. Tudisco, F., and C. Di Fiore. 2011. A preconditioning approach to the PageRank computation problem. Linear Algebra and its Applications 435 (9): 2222–2246.

    Article  MathSciNet  MATH  Google Scholar 

  58. Tudisco, F., C. Di Fiore, and E.E. Tyrtyshnikov. 2013. Optimal rank matrix algebras preconditioners. Linear Algebra and its Applications 438 (1): 405–427.

    Article  MathSciNet  MATH  Google Scholar 

  59. Tyrtyshnikov, E.E. 1996. A unifying approach to some old and new theorems on distribution and clustering. Linear Algebra and its Applications 232: 1–43.

    Article  MathSciNet  MATH  Google Scholar 

  60. Uchiyama, M. 1999. Korovkin-type theorems for Schwarz maps and operator monotone functions in \(C^*\)-algebras. Mathematische Zeitschrift 230 (4): 785–797.

    Article  MathSciNet  MATH  Google Scholar 

  61. Widom, H. 1976. Asymptotic behavior of block Toeplitz matrices and determinants II. Advances in Mathematics 21 (1): 1–29.

    Article  MathSciNet  MATH  Google Scholar 

  62. Zhu, K. 1987. VMO, ESV, and Toeplitz operators on the Bergman space. Transactions of the American Mathematical Society 302 (2): 617–646.

    Article  MathSciNet  MATH  Google Scholar 

  63. Zygmund, A. 2002. Trigonometric series. Vol. I, II, third ed., Cambridge Mathematical Library, Cambridge University Press, Cambridge, With a foreword by Robert A. Fefferman.

Download references

Acknowledgements

We are very much benefitted by the visits of Erudite scholars, that is Yuri Safarov, Stefano Serra-Capizzano and Wolfram Bauer, to the Department of Mathematics, CUSAT under the ERUDITE scheme of Kerala Higher Education Council. We thank the organizers of ICWAA-2018 for their hospitality. M.N.N. Namboodiri is thankful to KSCSTE for support under the Emeritus scheme. Rahul Rajan wishes to acknowledge UGC for the Senior Research fellowship. Also, we thank the referee for various suggestions to improve the content and presentation of the article.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to V. B. Kiran Kumar.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Additional information

Dedicated to Professor S. H. Kulkarni on the occasion of his 65th birthday.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Kiran Kumar, V.B., Namboodiri, M.N.N. & Rajan, R. A short survey on preconditioners and Korovkin-type theorems. J Anal 29, 425–447 (2021). https://doi.org/10.1007/s41478-019-00207-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s41478-019-00207-y

Keywords

Mathematics subject classification

Navigation