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