Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ii/paper-1/39a/a/solution

The Householder-John theorem says that, for a splitting with Hermitian positive definite, positivity of implies is invertible and . Invertibility follows since for would give .
For clarity, the spectral-radius conclusion follows from a useful energy identity. Put . Direct multiplication gives
If , then
The eigenvalue one is impossible because is invertible. Both quadratic forms are positive, so . The splitting iteration propagates its error by ; spectral radius less than one therefore gives convergence from every initial vector.

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