A1.20 B1.20
Part II, 2003
(i) The linear algebraic equations , where is symmetric and positive-definite, are solved with the Gauss-Seidel method. Prove that the iteration always converges.
(ii) The Poisson equation is given in the bounded, simply connected domain , with zero Dirichlet boundary conditions on . It is approximated by the fivepoint formula
where , and is in the interior of .
Assume for the sake of simplicity that the intersection of with the grid consists only of grid points, so that no special arrangements are required near the boundary. Prove that the method can be written in a vector notation, with a negative-definite matrix .