On transformation of the stable matrices to a block-diagonal form
Abstract:
We consider square matrices A such that ||exp(tA)||<=K for all t>=0. We show that each matrix possessing this property can be transformed to a block-diagonal form such shat condition numbers of all the digaonal blocks and the transformation matrix depend only on K and matrix size. The obtained result is applied to the analysis of long-time simulation accuracy of difference schemes.
Keywords:
similarity of matrices, Kreiss theorem, superconvergence, long-time simulation accuracy
Publication language:russian, pages:15
Research direction:
Mathematical problems and theory of numerical methods