Paper 1, Section II, A
Part II, 2017
State the Householder-John theorem and explain how it can be used in designing iterative methods for solving a system of linear equations . [You may quote other relevant theorems if needed.]
Consider the following iterative scheme for solving . Let , where is the diagonal part of , and and are the strictly lower and upper triangular parts of , respectively. Then, with some starting vector , the scheme is as follows:
Prove that if is a symmetric positive definite matrix and , then, for any , the above iteration converges to the solution of the system .
Which method corresponds to the case