Paper 1, Section II, C

Numerical Analysis
Part II, 2019

(a) Describe the Jacobi method for solving a system of linear equations Ax=bA \boldsymbol{x}=\boldsymbol{b} as a particular case of splitting, and state the criterion for its convergence in terms of the iteration matrix.

(b) For the case when

A=[1ααα1ααα1]A=\left[\begin{array}{lll} 1 & \alpha & \alpha \\ \alpha & 1 & \alpha \\ \alpha & \alpha & 1 \end{array}\right]

find the exact range of the parameter α\alpha for which the Jacobi method converges.

(c) State the Householder-John theorem and deduce that the Jacobi method converges if AA is a symmetric positive-definite tridiagonal matrix.