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Homework Statement
Show that if given [itex]\mathbf{x}_0[/itex], and a matrix [itex]R[/itex] with spectral radius [itex]\rho(R)\geq 1[/itex], there exist iterations of the form,
[tex]\mathbf{x}_{n+1}=R\mathbf{x}_0+\mathbf{c}[/tex]
which do not converge.
The Attempt at a Solution
Let [itex]\mathbf{x}_0[/itex] be given, and let [itex](\lambda_0,\mathbf{v}_0)[/itex] be the eigenpair corresponding to [itex]\rho(R)[/itex]. Then choose [itex]\mathbf{c}=\mathbf{v}_0[/itex] so that,
[tex]\mathbf{x}_n = R^n\mathbf{x}_0+\left(\sum_{i = 0}^{n - 1}\lambda_0^i\right)\mathbf{v}_0[/tex]
I'm not sure how to proceed from here. Thanks!