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Mathematics-Online lexicon: Annotation to

Convergence of a Linear Iteration Method

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A linear iteration

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

with fixpoint $ x$ converges for any initial vector $ x_0$ if $ \Vert Q\Vert<1$ for an appropriatly chosen matrix norm.

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  automatisch erstellt am 19.  8. 2013