 Algebraic stability of a Runge-Kutta method (source code)

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= Algebraic stability of a Runge-Kutta method

A Runge-Kutta method is algebraically stable when $b_i\geq0$ and the matrix $M$ with $M_{ij}=b_i a_{ij}+b_j a_{ji}-b_i b_j$ is positive semidefinite. Algebraic stability implies contractivity for dissipative differential equations.

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