Gauss-Seidel energy decrease identity

ID: gauss-seidel-energy-decrease-identity

For a real symmetric positive-definite matrix , let be the Gauss-Seidel method error and . Its recurrence gives . Expanding the two squared energy norms yields . Every diagonal entry of is positive, so the error energy strictly decreases unless . In that case and the exact solution has already been reached. This identity exhibits the method as a sequence of energy-reducing coordinate corrections.

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