Mathematics-Online lexicon: Convergence of a Linear Iteration Method

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	Mathematics-Online lexicon:
	Convergence of a Linear Iteration Method

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A linear iteration

$\displaystyle x_{\ell} = Q x_{\ell-1} + p$

with fixpoint

converges for any initial vector

if $\Vert Q\Vert<1$ for an appropriatly chosen matrix norm.

Annotation:

automatically generated 4/24/2007