a. Prove that ||x (k) x|| ||T|| k ||x (0) x|| and ||x (k)

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a. Prove that ||x(k) − x|| ≤ ||T||k ||x(0) − x|| and ||x(k) − x|| ≤ ||T||k /1 − ||T|| ||x(1) − x(0) ||, Where T is an n × n matrix with ||T|| < 1 and x(k) = Tx(k−1) + c, k = 1, 2, . . . , With x(0) arbitrary, c ∈ Rn, and x = Tx + c.

b. Apply the bounds to Exercise 1, when possible, using the l∞ norm.

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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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