Paper 3, Section II, D
Consider the linear system
where and .
(i) Define the Jacobi iteration method with relaxation parameter for solving (1).
(ii) Assume that is a symmetric positive-definite matrix whose diagonal part is such that the matrix is also positive definite. Prove that the relaxed Jacobi iteration method always converges if the relaxation parameter is equal to
(iii) Let be the tridiagonal matrix with diagonal elements and off-diagonal elements , where . For which values of (expressed in terms of and ) does the relaxed Jacobi iteration method converge? What choice of gives the optimal convergence speed?
[You may quote without proof any relevant results about the convergence of iterative methods and about the eigenvalues of matrices.]