Stationary iterative method for a linear system (source code)

= Stationary iterative method for a linear system

A stationary iteration has the form
$$
x^{(k+1)}=Hx^{(k)}+v,
$$
with a fixed iteration matrix $H$. It converges for every initial vector exactly when the <spectral radius> satisfies $\rho(H)<1$.

This is an <iterative method> whose update matrix remains fixed.