Gauss-Seidel iteration for a two-variable positive-definite system

ID: gauss-seidel-iteration-for-a-two-variable-positive-definite-system

Consider the original linear system
Direct substitution verifies the solution. The matrix is a symmetric positive-definite matrix: completing the square in its quadratic form gives for every nonzero vector. It is also a strictly diagonally dominant matrix.
Starting from , update the first row and then the second:
The first sweep gives and . The next gives and . The second row uses during the first sweep, even though the initial first coordinate was zero.
Figure 1.
Fresh and stale inputs in the first sweep of the original two-variable linear system
. Details.
With a stale first coordinate, the Jacobi method would instead give after the first sweep. Both methods have the same fixed point, but changing when coordinates become available changes the entire sequence of vectors.

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