1.II.38C
Part II, 2006
(a) Define the Jacobi method with relaxation for solving the linear system .
(b) Let be a symmetric positive definite matrix with diagonal part such that the matrix is also positive definite. Prove that the iteration always converges if the relaxation parameter is equal to 1 .
(c) Let be the tridiagonal matrix with diagonal elements and off-diagonal elements . Prove that convergence occurs if satisfies . Explain briefly why the choice is optimal.
[You may quote without proof any relevant result about the convergence of iterative methods and about the eigenvalues of matrices.]