On the diagonal approximation of full matrices

DOI10.1016/S0377-0427(96)00054-4MaRDI QIDQ2564278zbMATH OpenFDO

Authors Walter M. Lioen

Publication date 7 January 1997

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(96)00054-4

zbMATH Keywords

computer algebra system Maplediagonal approximation of inverse matricesparallel diagonal-implicit iteration of Runge-Kutta methodspreconditioningscaling

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Symbolic computation and algebraic computation (68W30)

Review text

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.

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Cites work

• Iterated Runge–Kutta Methods on Parallel Computers

Cited in

(6)

• Recent advances in linear analysis of convergence for splittings for solving ODE problems
• On diagonally iterated Runge-Kutta methods for dissipative ODEs
• scientific article; zbMATH DE number 1398648 (Why is no real title available?)
• CWI contributions to the development of parallel Runge-Kutta methods
• Chebyshev-type methods and preconditioning techniques
• The approximation characteristic of diagonal matrix in probabilistic setting

Describes a project that uses

Uses Software

• Maple

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