Paper 1, Section II, 40C

Numerical Analysis
Part II, 2013

Let

A(α)=(1ααα1ααα1),αRA(\alpha)=\left(\begin{array}{ccc} 1 & \alpha & \alpha \\ \alpha & 1 & \alpha \\ \alpha & \alpha & 1 \end{array}\right), \quad \alpha \in \mathbb{R}

(i) For which values of α\alpha is A(α)A(\alpha) positive definite?

(ii) Formulate the Gauss-Seidel method for the solution xR3\mathbf{x} \in \mathbb{R}^{3} of a system

A(α)x=bA(\alpha) \mathbf{x}=\mathbf{b}

with A(α)A(\alpha) as defined above and bR3\mathbf{b} \in \mathbb{R}^{3}. Prove that the Gauss-Seidel method converges to the solution of the above system whenever AA is positive definite. [You may state and use the Householder-John theorem without proof.]

(iii) For which values of α\alpha does the Jacobi iteration applied to the solution of the above system converge?