Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/ib/paper-3/16b/b/solution

Write , with diagonal, and use only old iterates on the right side. The Jacobi method is
Strict row diagonal dominance ensures every . The exact solution satisfies the same coordinate relation. For , subtraction gives
Taking the maximum and iterating proves
This direct contraction proof requires no eigenvector assumption and applies to every strictly diagonally dominant matrix with the stated uniform .

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