The iteration matrix has eigenvalues : expanding its characteristic polynomial down the first column leaves the triangular two-by-two block with diagonal entries . The distinct eigenvalues ensure diagonalizability. Thus its spectral radius is .
The previous bound gives , so the Gauss-Seidel iteration converges for every initial guess under the stated diagonalization. Its limit is the exact solution . Since , a fixed matrix also sends this transformed error to zero; its operator norm can account for any amplification in the original coordinates.

Articles by others on the same topic (0)

There are currently no matching articles.