Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/ib/paper-3/16b/a/solution
Past exam of the mathematics course of the University of Cambridge 2002 ib Paper 3 16B a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Since every eigenvalue has modulus less than one, is not an eigenvalue and is invertible. Hence the iteration has a unique fixed point . The stated consistency implication gives , and nonsingularity of identifies . This justifies using the fixed-point relation even though consistency was stated in only one direction.
Expand the initial error in the eigenvector basis, . Subtract the fixed-point equation from the stationary iterative method for a linear system and iterate:With , any norm obeys . ThusThe argument uses the given diagonalizable eigenbasis; the more general convergence criterion is spectral radius less than one.
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