Howtocheckaniterativeschemeisconvergent.

lu
ethodlicheckthespectralradiusofM.Hene.it/ui+f.Exampleionsider
thelinecrsystemAxib.whe.ve/t=kDWhethertheJacobinethodco nveges ?
A ) ⽔场
'"
A= D + (A -
D ) , D x
=
(D -

喴 ?)
吖㖄
( 㓡 (别
⼼ =

2
t
R 》 det.IM ⼊ ⼯ ) detl
临别 了 ⼆ ⼊ -

⼆ =

P1 ⼊) = 0 =) ⼊⼆ ± t

Jawbimethod e snotconverge.WhetherGaus -seidelconverges7.mil

: 9 1: ! 到 。

17 以上 det ( M ⼊⻔
- ⼆
⼊( ⼩ ⼟) = 犿 专⼊

p)
= 0 = ) ⼊⼆ 0 or 兰 .
)
⼆
Gauss-seidelmethodd.es notwrk
𣲚
Rema.kicheckingwhetherthespectral tadiusislessthanlcanbeve.ge
xpensivebecauseweneedsomeiterat.ie

schemestocomputetheeigenvduesofM.Methodzr.ch
eckwhetherAisSDDlstrictydiagonallydominantiltwe.AT
b)

Exampk.lt )
⼆⽉ 1 41 1 )
( 加 1 2
1 .
7 1 1
。

ExampleijaobiconvergesbutAisnotSDD.AE
恃 予 幸)
AisnotSDD.However.mi l
,

信 : 别 熈;
㖄 ⼆

贜
⼆

RXKdet.IM -
江 ) = P t ⾔ ⼊ ⼀步 = 0

⼩ = -

0 8 1
.
3 ,
⼩ ⼆ 0 40 6
7 .
-
0 .
3 8 33 i = T .

Jaohimethodc.nu
rges ,
 ExampleiGaussseidelconrergesbutAisnotSDD.lt
忙季 ⻔ ,
Aisnot SDD

嘰 : 或 1 ::) 爧 1
17 1 ⼊ ) ⼆
de.tl/u-XI)=0=1h=9Xz=o ,
⼩ ⼆
本

Gauss-Seidelmethodconverges.Meth.cl
Householdev-Johntheorem.hn?IfA,BElRandbothAandA-B-Bare
3 : Use

espectlineavsystemNTb.ir
rdradiusoflA-BiBisstrictycl.Rmkiiort.hr
symmetricandpositivedefinite.Then.tn

theJc.obimethod.it/uxktb,whereM=DlD-N).IfweletA=2D-N,and 13 = D
-

N ,

" '

Then , (A -
1 )
3 B = 5 l D -
N)

ifltandA-B-Bissymnetvicandpositivedefinite.tn
S ,

entheJaobimethodconverg.si
 Forthehaus -seidelmethod.t /t=zD-N,B=-LorU,thenwecancheckthe
conuevgeneofGGuss-seidel.pro
fofthmiletxbeaneigenvalueof-IA-BJBuithonecomespond.in
geigenvector
V.IHere.xcanbecomplexj.Then.nl/tBiBv=N=7-BFNA-B)V,=s-v*Bv=xv*Av-X
ÜBV
(iii)

ÜBFÈÜAV ,

吖 ⼆点
VAV.sineA-B-Bisp.si
iir.li 㖄 =
(六 哨

tivedefinte.ocilA-B-DJVIVAv-fiAV-fiAVr-vA.tl
⺊ ⼊ 1
2

nnn

> 0
,

lxkl.sinaxisarbitrary.lA-BJBhcsspectrdrad.us ㄑ 1 .