Linear Algebra and Its Applications · Problem 7.4.8

Linear Programming and Game Theory — Gilbert Strang

Mathematics · iterative-methods-splitting

Problem

Change

Ax = b

x = (I-A)x + b

. What are

S

and

T

for this splitting? What matrix

S^{-1}T

controls the convergence of

x_{k+1} = (1-A)x_k + b