Preconditioning matrices for the pseudospectral approximation of first-order operators

Abstract

The behavior of the eigenvalues of preconditioning matrices for the pseudospectral approximation to the derivative operator has been analyzed in one and two dimensions. The one-dimensional analysis resulted in real and positive eigenvalues for the selected tridiagonal matrices. In the two-dimensional analysis, the eigenvalues of the selected block-diagonal matrices behaved well, but the preconditioner is full and therefore not suitable for applications. The Richardson scheme has been applied in the unpreconditioned as well as the preconditioned version to find the solution of the model problem.