A note on T. Chan's preconditioner. (Q1415304)
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English | A note on T. Chan's preconditioner. |
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A note on T. Chan's preconditioner. (English)
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3 December 2003
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This paper shows that T. Chan's preconditioner matrix [SIAM J. Sci. Stat. Comput. 9, No. 4, 766--771 (1988; Zbl 0646.65042)] is stable for some special class of matrices i.e. matrices that are *-congruent to a stable diagonal matrix. By using this result, the authors prove the invertibility of some preconditioners proposed in the numerical solution of ordinary differential equations.
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T. Chan's preconditioner
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Strang's preconditioner
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stable matrix
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boundary value method
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