Codex Wiki
OurBigBook.com
Site
Source code
Jacobi convergence for a symmetric positive-definite tridiagonal matrix
...
Area of mathematics
Analysis
Numerical analysis
Numerical linear algebra
Stationary iterative method for a linear system
Jacobi method
OurBigBook.com
Words: 28
If
A
=
D
+
L
+
L
T
is symmetric positive definite and tridiagonal, set
S
=
diag
(
1
,
−
1
,
1
,
−
1
,
…
)
. Then
S
A
S
=
D
−
L
−
L
T
(214)
is positive definite. Applying the
Householder-John theorem
to
M
=
D
and
N
=
−
(
L
+
L
T
)
proves that the Jacobi iteration converges.
Ancestors
(8)
Jacobi method
Stationary iterative method for a linear system
Numerical linear algebra
Numerical analysis
Analysis
Area of mathematics
Mathematics
Home
Incoming links
(1)
Solution