The ADI Model Problem presents the theoretical foundations of
Alternating Direction Implicit (ADI) iteration for systems with
both real and complex spectra and extends early work for real
spectra into the complex plane with methods for computing optimum
iteration parameters for both one and two variable problems. This
book provides application of theory to the solution of boundary
value problems and description of stable similarity reduction of a
full matrix to low-band upper Hessenberg form, with application to
computation of eigenvalues and solution of Lyapunov and Sylvester
equations. Also included are MATLAB programs and numerical
verification of theory and applications.
General
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