Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/ii/paper-1/38c/c/solution

For an matrix here, . The sine vectors give eigenvalues
Thus every eigenvalue lies strictly between and . For , , so , including the upper endpoint . Hence the iteration converges for the entire stated range.
The extreme eigenvalues are and , with . The spectral radius is for . It decreases up to one and increases after one, since . Therefore
For the same formula gives zero spectral radius and exact solution in one ordinary Jacobi step.

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