The Two-Variable ADI Problem

  • Eugene Wachspress


When the eigenvalue intervals for the commuting ADI matrices are not the same, the iteration is generalized by allowing different parameters for the two sweeps of each iteration. William B. Jordan demonstrated how one may reduce the two-variable minimax problem to one variable and obtain optimal parameters for the two sweeps. I subsequently resolved a basic assumption in his analysis in my PhD thesis which is summarized here. Application to three space dimensions is considered. A brief discussion of a different number of sweeps in each two-step iteration is also given.




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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Eugene Wachspress
    • 1
  1. 1.East WindsorUSA

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