Residual growth in an indefinite steepest-descent iteration

ID: residual-growth-in-an-indefinite-steepest-descent-iteration

For this nonsymmetric matrix, consider the formal residual update , with nonzero . Put and . Algebra gives when . But and . Hence and for every defined nonzero step. At , the quotient is undefined. Thus the iteration cannot converge to zero linear-system residual from any nonzero initial residual. This concrete divergence proof distinguishes failure of an algorithm from mere failure to meet a sufficient theorem's hypotheses.

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