Alphabeta Math
ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passaudited 2026-09-01
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Jacobi and Gauss-Seidel splittings can be compared by the spectral radii of their iteration matrices

Example

For

A=(4123),b=(11),x0=(00),

compare the Jacobi splitting with

MJ=(4003),NJ=(0−1−20),

and the Gauss-Seidel splitting with

MG=(4023),NG=(0−100).

The Gauss-Seidel iteration matrix has the smaller spectral radius and the faster visible error decay on this system.

Facts & Assumptions

Given: The two displayed splittings of the same system.

[F1]

A stationary splitting has iteration matrix B=M−1N (Stationary iteration from a matrix splitting A=M−N).

[L1]

A stationary splitting converges for every start exactly when ρ(B)<1 (A stationary splitting converges for every start if and only if its iteration matrix has spectral radius below 1).

Verification

technique · direct calculation
1.1F1L1algebra

By [F1], BJ=MJ−1NJ=(0−1/4−2/30),BG=MG−1NG=(0−1/401/6). The eigenvalues of BJ are ±1/6, so ρ(BJ)=1/6, while the eigenvalues of BG are 0 and 1/6, so ρ(BG)=1/6. Both are below 1, and Gauss-Seidel has the smaller spectral radius.

2.1L1step 1.1algebra∎

The exact solution is x∗=(1/5,1/5)T. Jacobi gives x1(J)=(1/41/3),x2(J)=(1/61/6), so ∥x1(J)−x∗∥∞=215,∥x2(J)−x∗∥∞=130. Gauss-Seidel gives x1(G)=(1/41/6),x2(G)=(5/247/36), so ∥x1(G)−x∗∥∞=120,∥x2(G)−x∗∥∞=1120. Thus the splitting with smaller spectral radius also shows faster observed error decay here, consistent with [L1].

Depends on

Used by

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Dependency tree · two levels

7 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.

Sources