Summary
Estimates concerning the spectrum of a graded matrix and other information useful for a reliable and efficient handling of certain complications in the numerical treatment of some stiff ODE's, can be inexpensively obtained from the factorized Jacobian. The validity of the estimates is studied by considering them as the first step in a block LR algorithm, which may be of interest in its own right. Its convergence properties are examined.
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Dedicated to Professor Lothar Collatz on the occasion of his 75th birthday
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Dahlquist, G. On transformations of graded matrices, with applications to stiff ODE's. Numer. Math. 47, 363–385 (1985). https://doi.org/10.1007/BF01389585
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DOI: https://doi.org/10.1007/BF01389585