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
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.
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For 0 w 2 let T w D w L 1 1 w D w L t Let P A T t w AT w and ... View full answer
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