Paper 1, Section I, C
The real non-singular matrix is written in the form , where the matrices are diagonal and non-singular, strictly uppertriangular and strictly lower-triangular respectively.
Given , the Jacobi iteration for solving is
where the th iterate is . Show that the iteration converges to the solution of , independent of the starting choice , if and only if the spectral radius of the matrix is less than 1 .
Hence find the range of values of the real number for which the iteration will converge when
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