Stability of T. Chan's Preconditioner from Numerical Range

(整期优先)网络出版时间:2007-01-11
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Amatrixissaidtobestableiftherealpartsofalltheeigenvaluesarenegative.Inthispaper,foranymatrixAn,wediscussthestabilitypropertiesofT.Chan’spreconditionercU(An)fromtheviewpointofthenumericalrange.AnapplicationinnumericalODEsisalsogiven.