Linear Algebra and Its Applications · Problem 7.4.10

Linear Programming and Game Theory — Gilbert Strang

Mathematics · iterative-methods-convergence

Problem

Show why the iteration xk+1=(I−A)xk+bx_{k+1} = (I-A)x_k + b does not converge for A=[2−1−12]A = \begin{bmatrix} 2 & -1 \\ -1 & 2 \end{bmatrix}.

Related theory

Browse the problem library