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Stationary iterative method for a linear system

A stationary iteration has the form

x^{(k + 1)} = H x^{(k)} + v,

with a fixed iteration matrix

H

. It converges for every initial vector exactly when the spectral radius satisfies

ρ (H) < 1

.

Table of contents 111 4
- Matrix splitting Stationary iterative method for a linear system 40 1
  - Householder-John theorem Matrix splitting 32
- Jacobi method Stationary iterative method for a linear system 45 1
  - Jacobi convergence for a symmetric positive-definite tridiagonal matrix Jacobi method 28

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