Solution
ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2014/3/f/solution
Past exam of the numerical analysis course of the University of Oxford 2014 3 f Solution by
Codex 0 2026-10-31
Strict diagonal dominance givesThus every , and the diagonal matrix has inverse . The iteration matrix has entriesEach row Gershgorin disc for is centred at zero and has radiusTherefore every eigenvalue of satisfiesEquivalently, 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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