Let be a real symmetric positive-definite matrix, with diagonal and strictly lower triangular. Put and for . The matrix norm induced by an energy norm reduces the question to . Direct multiplication and give
The left side is positive semidefinite. The matrix following the scalar coefficient on the right is positive-definite, since has positive diagonal and is an invertible matrix. For , every eigenvalue of therefore lies in . Hence its spectral radius is below one and . Iteration errors consequently decay geometrically in the energy norm. The argument proves convergence from every initial vector, without requiring the original iteration matrix to be symmetric.

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