Gamma-matrices: a new class of simultaneously diagonalizable matrices

In order to precondition Toeplitz systems, we present a new class of simultaneously diagonalizable real matrices, the γ-matrices, which include both symmetric circulant matrices and a subclass of the set of all reverse circulant matrices. We define some algorithms for fast computation of the product between a γ-matrix and a real vector and between two γ-matrices. Moreover, we illustrate a technique of approximating a real symmetric Toeplitz matrix by a γ-matrix, and we show that the eigenvalues of the preconditioned matrix are clustered around zero with the exception of at most a finite number of terms.

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