On the diagonal approximation of full matrices (Q2564278): Difference between revisions

For a given \(s\)-by-\(s\) matrix \(A\), the author is interested in constructing diagonal matrices \(D\) such that the spectral radius \(\rho(I-D^{-1}A)=0\), which is equivalent to \(\text{det} (D^{-1}A- \lambda I)=0\) having \(s\) unit zeros, i.e. \(\text{det} (D^{-1}A- \lambda I)=(1-\lambda)^s\). From the latter equation, one can derive \(s\) nonlinear equations for determining the \(s\) diagonal entries \(d_1,\dots,d_s\) of the diagonal matrices \(D^{-1}= \text{diag} (d_1,\dots, d_s)\). In the second part of the paper, this idea is applied to construct appropriate \(D\) matrices for the parallel diagonal-implicit iteration of Runge-Kutta methods, where \(s\) is here the number of stages of the Runge-Kutta method, and ranges from 2 to 8. In order to solve the above mentioned system of nonlinear equations, the author uses the computer algebra system Maple.