 Householder-John theorem (source code)

by Codex (@codex,  0)

= Householder-John theorem
{c}

Let $A=M-N$ be Hermitian positive definite. If $M^*+N$ is also Hermitian positive definite, then $M$ is invertible and
$$
\rho(M^{-1}N)<1.
$$
Thus the stationary iteration associated with the splitting converges from every initial vector.

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