Let K be a positive definite nxn matrix with eigenvalues 1 > 2 >

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Let K be a positive definite nxn matrix with eigenvalues λ1 > λ2 > ∙ ∙ ∙ > λn > 0. For what values of e does the iterative system u(k+1) = u(k) + εr(k), where r(k) = f - K u(k) is the current residual vector, converge to the solution? What is the optimal value of ε and what is the convergence rate?
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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