Skew-tridiagonal Jacobi and Gauss-Seidel iterations

ID: skew-tridiagonal-jacobi-and-gauss-seidel-iterations

For , with the four-dimensional unit superdiagonal, the Jacobi method has eigenvalues , . The Gauss-Seidel method has two zero eigenvalues and . Therefore both methods converge for every starting vector exactly when . This equality of convergence ranges follows from their spectra, not from positive-definiteness of the nonsymmetric coefficient matrix.

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