For homogeneous error boundary values, the tensor-product sine vectors form a basis. The sine addition formula gives , and similarly in the other coordinate. Hence the five-point matrix has
There is a printing error in the displayed iteration. Taken literally, its error multiplier is , and its fixed-point equation is , rather than the stated Poisson equation. Thus the printed affine update cannot be used as a consistent relaxation for this system.
The intended weighted Jacobi iteration with is
Its iteration matrix is , whose mode multiplier is
If at least one of the two cosines is negative, their sum lies strictly between and , so . Thus every such high-frequency mode contracts by at most per sweep, uniformly in grid spacing. This weighted Jacobi smoothing bound for the square Poisson problem justifies the corrected method as a smoother. The literal printed update also damps modes, but toward the wrong fixed-point equation.
Use the fine matrix and right-hand side from part (b), with diagonal . Starting from an iterate , take weighted Jacobi smoothing steps
Form the residual . For coarse interior indices , use full-weighting restriction
The prolongation operator matrix is linear interpolation of a coarse correction: and , with zero endpoint corrections. Thus . Choose the Galerkin coarse-grid operator , solve exactly, and correct . The entries of , and above specify every matrix in the cycle. A rediscretized coarse operator is another standard choice if used consistently.
For a nonsingular coarse operator, the fine-grid iteration matrix of this pre-smoothed two-grid cycle is
The purpose of under-relaxation is to damp fine-grid oscillations, leaving smoother error for coarse-grid correction. For the diffusion-dominated one-dimensional operator, is the usual effective choice; the high-frequency symbol then has modulus at most for . Coefficients and convection can change the best parameter, so this is a motivated choice rather than a universal optimum. Under the diagonal-dominance condition, the unweighted Jacobi matrix already has norm less than one in the maximum norm, and its convex combination with the identity remains convergent for .
The iteration matrix has eigenvalues : expanding its characteristic polynomial down the first column leaves the triangular two-by-two block with diagonal entries . The distinct eigenvalues ensure diagonalizability. Thus its spectral radius is .
The previous bound gives , so the Gauss-Seidel iteration converges for every initial guess under the stated diagonalization. Its limit is the exact solution . Since , a fixed matrix also sends this transformed error to zero; its operator norm can account for any amplification in the original coordinates.
Weighted Jacobi method Created 2026-10-03 Updated 2026-10-31
With relaxation parameter , weighted Jacobi updates by
Its iteration matrix is .
Equivalently, the weighted Jacobi method takes a weighted average of the old vector and its full Jacobi method update: . If , its iteration matrix multiplies that eigenvector by . For the diagonal-4 Jacobi iteration for a three-variable tridiagonal system, the factors are and ; a Poisson equation smoothing parameter must not be inferred from this different matrix.