- #1
Nusc
- 760
- 2
Homework Statement
If p(A^-1 B) < 1 then the Crank-Nicholson method is stable for all eigenvalues.Where p is the spectral radius.
Homework Equations
Stability requires that A*U_j=B*U_{j-1} which gives
U_j = A^-1 B U_{j-1}
The Attempt at a Solution
Where do I start?