A Preconditioning Matrix for the Chebyshev Differencing Operator

Daniele Funaro · SIAM Journal on Numerical Analysis · 1987

An efficient preconditioner for the Chebyshev differencing operator is considered. The corresponding preconditioned eigenvalues are real and positive and lie between 1 and ${\pi / 2}$. An eixpelicit formula for these eigenvalues and the corresponding eigenfunctions is given. The results are generalized to the case of operators related to Chebyshev discretizations of systems of linear differential equations.

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