The naive iterative method for solving Au = b is to rewrite it in fixed point form

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The naive iterative method for solving Au = b is to rewrite it in fixed point form u = T u + c, where T = I - A and c = b.
(a) What conditions on the eigenvalues of A ensure convergence of the naive method?
(b) Use the Gerschgorin Theorem 10.34 to prove that the nai ve method converges to the solution to
The naive iterative method for solving Au = b is
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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