An alternating direction implicit method for orthogonal spline collocation linear systems (Q1179034)

An alternating direction implicit (ADI) method is analyzed for the solution of linear systems arising in high-order, tensor product spline collocation applied to some separable second order linear nonselfadjoint elliptic boundary value problems in rectangles. It is shown that the systems to be solved can be transformed into the form in which the standard ADI theory for the commutative case is applicable. As a consequence, the optimal acceleration parameters can be computed via Jacobi's elliptic function. The computational cost to produce an approximation whose accuracy is comparable with the discretization error is then \(O(N^ 2\ln^ 2N)\) when solving problems in \(N\times N\) grid. Additionally, the implementation issues concerning computation of the acceleration parameters and solution of the special ADI systems are discussed and some numerical experiments are described.