Let the coefficient matrix A be written in the form A=D-L-U, where D is the diagonal matrix whose diagonal is the same as that of A, -L is the strictly lower triangular part of A and -U is the strictly upper part of A. Furthermore, let Tj = D-1(L+U) be the iteration matrix for Jacobi's method. Prove that Jacobi's method is convergent if the coefficient matrix is diagonally dominant.
If A and b are given, I know how to use the Jacobi's method to find out whether or not A is convergent. But how should I prove that "Jacobi's method is convergent if A is diagonally dominant" using just those given letters and symbols?