Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-4/40e/b/solution

After multiplying the five-point equations by if necessary, their matrix is symmetric positive definite. For any ordering write , where . Gauss-Seidel method uses and has iteration matrix . In part (a) take ; then and
which is positive definite. Therefore the iteration matrix has spectral radius below one for every ordering, proving convergence.

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