The Householder-John theorem states: if is Hermitian positive definite and is also Hermitian positive definite, then is invertible and
Now let be real symmetric positive definite and tridiagonal. For the Jacobi splitting, and . Positive definiteness of implies every diagonal entry is positive, so is positive definite. Introduce the alternating-sign diagonal matrix
Tridiagonality gives
Since is orthogonal, is positive definite whenever is. Both hypotheses of the Householder-John theorem hold, and hence the Jacobi iteration matrix satisfies . Therefore the Jacobi convergence for a symmetric positive-definite tridiagonal matrix follows.
Write
where and are the strict lower and upper triangular parts. The Jacobi method is
with iteration matrix
Here is symmetric, so . Regard the iteration as the splitting
Let
Because is tridiagonal, changing alternating signs reverses the sign of every off-diagonal entry while preserving every diagonal entry. Therefore
Since and is positive definite, is positive definite. The Householder-John theorem now gives
The Jacobi iterates therefore converge to the unique solution for every starting vector, which is the jacobi convergence for a symmetric positive-definite tridiagonal matrix.