A Preconditioning Matrix for the Chebyshev Differencing Operator

Abstract

An efficient preconditioner for the Chebyshev differencing operator is considered. The corresponding preconditioned eigenvalues are real and positive and lie between 1 and ${\pi / 2}$. An eixpelicit formula for these eigenvalues and the corresponding eigenfunctions is given. The results are generalized to the case of operators related to Chebyshev discretizations of systems of linear differential equations