Linear Algebra and Its Applications · Problem 7.4.12
Linear Programming and Game Theory — Gilbert Strang
Mathematics · iterative-methods-singular-matrix
Problem
If is singular, then all splittings must fail. From , show that . So this matrix has and fails.Intuitive explanation
The key insight is that a singular matrix forces any splitting to inherit that singularity through the iteration matrix. When is singular, the null space of becomes a trap: if for some nonzero , then rearranging gives , which means must map to itself. This eigenvalue of 1 in the iteration matrix is exactly what kills convergence—the error doesn't shrink, it stays put.
Intuitive explanation
The key insight is that a singular matrix forces any splitting to inherit that singularity through the iteration matrix. When is singular, the null space of becomes a trap: if for some nonzero , then rearranging gives , which means must map to itself. This eigenvalue of 1 in the iteration matrix is exactly what kills convergence—the error doesn't shrink, it stays put.