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Dr. Jens Saak
Dr. Jens Saak
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Wachspress ADI Parameters

Wachspress ADI Parameters

An implementation of the elliptic integral based (sub)optimal alternating directions implicit (ADI) shift parameters following the theory by Wachspress et.al.[Wac95]. A nice overview to the theory can also be found in [LiW02]. Further references on the solvers for the elliptic integrals are available in the codes.

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References

Wac95
E.L. Wachspress; The ADI Model Problem;
available from the author, 1995
LiW02
J.R. Li and J. White; Low Rank Solution of Lyapunov Equations;
SIAM J. Matrix Anal. Appl. vol.24 no.1 pp.260-280; 2002
 
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