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The Coding Wombat
The Coding Wombat
22:11
Hi
I asked a question about the stability region of the two step Nyström method
But the answer says it's empty, and I also don't understand why you calculate the eigenvalues.
Wanna help out?
0
A: Stability region for two step Nyström method

LutzLThe eigenvalues of $A$ are $hλ\pm\sqrt{1+(hλ)^2}\approx \pm\exp(\pm hλ)$. The method is stable if for $Re(λ)<0$ the iteration converges to zero. As the product of the eigenvalues is always $-1$, you will always have one eigenvalue greater than $1$ in absolute value, and thus the component of the ...


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