(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=b with a positive definite matrix A.
(b) Describe the Jacobi method for solving a system Ax=b, and deduce from the above theorem that if A is a symmetric positive definite tridiagonal matrix,
A=⎣⎢⎢⎢⎢⎢⎡a1c10c1a2⋱c2⋱cn−2⋱an−1cn−10cn−1an⎦⎥⎥⎥⎥⎥⎤
then the Jacobi method converges.
[Hint: At the last step, you may find it useful to consider two vectors x=(x1,x2,…,xn) and y=((−1)x1,(−1)2x2,…,(−1)nxn).]