Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2014/3/f/solution

Strict diagonal dominance gives
Thus every , and the diagonal matrix has inverse . The iteration matrix has entries
Each row Gershgorin disc for is centred at zero and has radius
Therefore every eigenvalue of satisfies
Equivalently, the induced matrix norm satisfies , bounding the spectral radius. This is the usual Jacobi convergence from strict diagonal dominance; the Jacobi error matrix is , with the same eigenvalue magnitudes.

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