Paper 1, Section II, 40C
Part II, 2013
Let
(i) For which values of is positive definite?
(ii) Formulate the Gauss-Seidel method for the solution of a system
with as defined above and . Prove that the Gauss-Seidel method converges to the solution of the above system whenever is positive definite. [You may state and use the Householder-John theorem without proof.]
(iii) For which values of does the Jacobi iteration applied to the solution of the above system converge?