Solution

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

Write , with diagonal and the strict triangular parts. The Jacobi method updates all coordinates using the preceding iterate:
For a symmetric positive definite matrix, has positive diagonal entries. In its splitting take , . The theorem requires to be positive definite, which need not hold for every positive definite matrix.
For this tridiagonal matrix, let . Neighboring indices have opposite signs, so : the diagonal stays fixed and every nonzero off-diagonal entry changes sign. Thus
The Householder-John theorem now applies and proves Jacobi convergence for every initial vector. This is precisely why the tridiagonal structure matters.

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