Article ID: | iaor1992278 |
Country: | United States |
Volume: | 7 |
Start Page Number: | 185 |
End Page Number: | 189 |
Publication Date: | Aug 1991 |
Journal: | Stochastic Models |
Authors: | Cooper R.B., Gross D. |
The authors consider two nonsingular versions of the problem described in the title. For one of these versions, they show by example that neither Jacobi nor Gauss-Seidel iteraton is guaranteed to converge; for the other version, the authors outline a proof that both methods are guaranteed to converge.