The (m 1) Ã (m 1) matrices A and B given by And are involved in the

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The (m ˆ’ 1) × (m ˆ’ 1) matrices A and B given by
The (m ˆ’ 1) × (m ˆ’ 1) matrices A

And

The (m ˆ’ 1) × (m ˆ’ 1) matrices A

are involved in the Crank-Nicolson method to solve the heat equation (see Section 12.2).Withm = 11, approximate ρ(Aˆ’1 B) for each of the following.
a. α = 1/4
b. α = 1/2
c. α = 3/4

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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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