Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ii/paper-1/39a/a/solution
Past exam of the mathematics course of the University of Cambridge 2010 ii Paper 1 39A a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
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 givesIf , thenThe 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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