Positive definiteness of the grounded nine-point Poisson stencil

ID: positive-definiteness-of-the-grounded-nine-point-poisson-stencil

On a rectangular grid with zero Dirichlet boundary conditions, the nine-point Poisson equation matrix has diagonal , axial off-diagonal entries , and diagonal-neighbor entries . Its quadratic form is the sum of squared differences over internal links, weighted by or , plus the weighted squares of values linked to the fixed zero boundary. The connected axial grid forces a zero quadratic form to have all entries zero. This proves positive-definite matrix in every ordering. The Jacobi method converges because its nonnegative iteration matrix has row sums at most one, with a strict deficit at boundary-adjacent vertices; a hypothetical unit-modulus eigenvector would propagate its maximum modulus to such a deficit row, which is impossible.

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