Preconditioning matrices for Chebyshev derivative operators

The problem of preconditioning the matrices arising from pseudo-spectral Chebyshev approximations of first order operators is considered in both one and two dimensions. In one dimension a preconditioner represented by a full matrix which leads to preconditioned eigenvalues that are real, positive, and lie between 1 and pi/2, is already available. Since there are cases in which it is not computationally convenient to work with such a preconditioner, a large number of preconditioners were studied which were more sparse (in particular three and four diagonal matrices). The eigenvalues of such preconditioned matrices are compared. The results were applied to the problem of finding the steady state solution to an equation of the type u sub t = u sub x + f, where the Chebyshev collocation is used for the spatial variable and time discretization is performed by the Richardson method. In two dimensions different preconditioners are proposed for the matrix which arises from the pseudo-spectral discretization of the steady state problem. Results are given for the CPU time and the number of iterations using a Richardson iteration method for the unpreconditioned and preconditioned cases.