Gauss-Seidel iteration can diverge for an invertible matrix
ID: gauss-seidel-iteration-can-diverge-for-an-invertible-matrix
An invertible matrix and nonzero diagonal entries make the update well defined, but do not guarantee convergence. For the original linear systemthe Gauss-Seidel method updates and . Starting at zero gives , then . The second-coordinate forward error is , and the iteration matrix has spectral radius . The linear system has a unique solution while this particular stationary iterative method for a linear system diverges.
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