In Exercise 17 of Section 7.3 a techniquewas outlined to prove that the Gauss-Seidel method converges when

Question:

In Exercise 17 of Section 7.3 a techniquewas outlined to prove that the Gauss-Seidel method converges when A is a positive definite matrix. Extend this method of proof to show that in this case there is also convergence for the SOR method with 0 < ω < 2.
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

Question Posted: