2.II.38C
Part II, 2007
(a) State the Householder-John theorem and explain how it can be used to design iterative methods for solving a system of linear equations .
(b) Let where is the diagonal part of , and and are, respectively, the strictly lower and strictly upper triangular parts of . Given a vector , consider the following iterative scheme:
Prove that if is a symmetric positive definite matrix, and , then the above iteration converges to the solution of the system .