Solution

ID: past-exam-of-the-numerical-linear-algebra-and-approximation-course-of-the-university-of-oxford/2008/2/b/solution

Write . Subtracting the exact equation from the iteration gives , where . Hence . Also
so the stated scalars are precisely the eigenvalues of the iteration matrix .
The spectral radius criterion for matrix powers states that if and only if all its eigenvalues have modulus strictly less than one. Applying that theorem gives for every initial vector. Therefore .

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