Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 1 40C c Solution Created 2026-09-24 Updated 2026-10-03
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 matrixTridiagonality givesSince 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.
Past exam of the mathematics course of the University of Cambridge 2025 ii Paper 4 40D b Solution Created 2026-09-24 Updated 2026-09-25
Writewhere and are the strict lower and upper triangular parts. The Jacobi method iswith iteration matrix
Here is symmetric, so . Regard the iteration as the splittingLetBecause is tridiagonal, changing alternating signs reverses the sign of every off-diagonal entry while preserving every diagonal entry. ThereforeSince and is positive definite, is positive definite. The Householder-John theorem now givesThe Jacobi iterates therefore converge to the unique solution for every starting vector, which is the jacobi convergence for a symmetric positive-definite tridiagonal matrix.