Dissipative Cayley-transform contraction

ID: dissipative-cayley-transform-contraction

If in a finite-dimensional Hilbert space, is invertible for every positive . The relation gives . Thus the Crank--Nicolson method contracts for such a linear system even when is a non-normal matrix. This is a direct energy result, not an unqualified inequality by a scalar rational function evaluated at a logarithmic norm.

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