Linear Algebra and Its Applications · Problem 7.4.2

Linear Programming and Game Theory — Gilbert Strang

Mathematics · iterative-methods-jacobi-eigenvectors

Problem

For this nn by nn matrix, describe the Jacobi matrix J=D−1(−L−U)J = D^{-1}(-L-U): A=[2−1−1⋅⋅⋅⋅−1−12].A = \begin{bmatrix} 2 & -1 & & \\ -1 & \cdot & \cdot & \\ & \cdot & \cdot & -1 \\ & & -1 & 2 \end{bmatrix}. Show that the vector x1=(sin⁡πh,sin⁡2πh,…,sin⁡nπh)x_1 = (\sin\pi h, \sin 2\pi h, \ldots, \sin n\pi h) is an eigenvector of JJ with eigenvalue λ1=cos⁡πh=cos⁡π/(n+1)\lambda_1 = \cos\pi h = \cos\pi/(n+1).

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