On convergent linear multistep matrix methods

DOI10.1080/00207169108804014MaRDI QIDQ3991124zbMATH OpenOpenAlexFDO

Authors José Luis Morera, L. Jódar, Enrique Navarro

Publication date 28 June 1992

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169108804014

zbMATH Keywords

co-solutionconsistencyconvergencelinear multistep matrix methodlinear multistep methodmatrix equationzero stability

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Cites work

• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• Explicit closed form solutions of boundary value problems for systems of difference equations
• scientific article; zbMATH DE number 3889718 (Why is no real title available?)
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• Rectangular co-solutions of polynomial matrix equations and applications

Cited in

(9)

• Multiplier and contractivity methods for linear multistep methods
• Numerical multisteps matrix methods for \(Y=f(t,Y)\)
• Computing continuous numerical solutions of matrix differential equations
• Linear multistep matrix methods for a class of functional-differential equations: Convergence and error bounds
• The optimal convergence factor of the gradient based iterative algorithm for linear matrix equations
• scientific article; zbMATH DE number 5260715 (Why is no real title available?)
• Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
• Backward error analysis for conjugate symplectic methods
• Higher order implicit multistep methods for matrix differential equations

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