3.I.11A

Numerical Analysis | Part IB, 2004

The linear system

[α211α221α]x=b\left[\begin{array}{lll} \alpha & 2 & 1 \\ 1 & \alpha & 2 \\ 2 & 1 & \alpha \end{array}\right] \mathbf{x}=\mathbf{b}

where real α0\alpha \neq 0 and bR3\mathbf{b} \in \mathbb{R}^{3} are given, is solved by the iterative procedure

x(k+1)=1α[021102210]x(k)+1αb,k0\mathbf{x}^{(k+1)}=-\frac{1}{\alpha}\left[\begin{array}{lll} 0 & 2 & 1 \\ 1 & 0 & 2 \\ 2 & 1 & 0 \end{array}\right] \mathbf{x}^{(k)}+\frac{1}{\alpha} \mathbf{b}, \quad k \geqslant 0

Determine the conditions on α\alpha that guarantee convergence.

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