A1.20 B1.20

Numerical Analysis | Part II, 2001

(i) Let AA be a symmetric n×nn \times n matrix such that

Ak,k>l=1lknAk,l1kn.A_{k, k}>\sum_{\substack{l=1 \\ l \neq k}}^{n}\left|A_{k, l}\right| \quad 1 \leqslant k \leqslant n .

Prove that it is positive definite.

(ii) Prove that both Jacobi and Gauss-Seidel methods for the solution of the linear system Ax=bA \mathrm{x}=\mathbf{b}, where the matrix AA obeys the conditions of (i), converge.

[You may quote the Householder-John theorem without proof.]

Typos? Please submit corrections to this page on GitHub.