Paper 1, Section II, A

Numerical Analysis
Part II, 2010

(a) State the Householder-John theorem and explain its relation to the convergence analysis of splitting methods for solving a system of linear equations Ax=bA x=b with a positive definite matrix AA.

(b) Describe the Jacobi method for solving a system Ax=bA x=b, and deduce from the above theorem that if AA is a symmetric positive definite tridiagonal matrix,

A=[a1c1c1a2c200cn2an1cn1cn1an]A=\left[\begin{array}{ccccc} a_{1} & c_{1} & & & \\ c_{1} & a_{2} & c_{2} & & \mathbf{0} \\ & \ddots & \ddots & \ddots & \\ \mathbf{0} & & c_{n-2} & a_{n-1} & c_{n-1} \\ & & & c_{n-1} & a_{n} \end{array}\right]

then the Jacobi method converges.

[Hint: At the last step, you may find it useful to consider two vectors x=(x1,x2,,xn)x=\left(x_{1}, x_{2}, \ldots, x_{n}\right) and y=((1)x1,(1)2x2,,(1)nxn)y=\left((-1) x_{1},(-1)^{2} x_{2}, \ldots,(-1)^{n} x_{n}\right).]