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Linear Algebra and Its Applications · Problem 7.4.2
Linear Programming and Game Theory — Gilbert Strang
Mathematics · iterative-methods-jacobi-eigenvectors
Problem For this n n n by n n n matrix, describe the Jacobi matrix J = D − 1 ( − L − U ) J = D^{-1}(-L-U) J = D − 1 ( − L − U ) :
A = [ 2 − 1 − 1 ⋅ ⋅ ⋅ ⋅ − 1 − 1 2 ] . A = \begin{bmatrix} 2 & -1 & & \\ -1 & \cdot & \cdot & \\ & \cdot & \cdot & -1 \\ & & -1 & 2 \end{bmatrix}. A = 2 − 1 − 1 ⋅ ⋅ ⋅ ⋅ − 1 − 1 2 .
Show that the vector x 1 = ( sin π h , sin 2 π h , … , sin n π h ) x_1 = (\sin\pi h, \sin 2\pi h, \ldots, \sin n\pi h) x 1 = ( sin π h , sin 2 π h , … , sin nπ h ) is an eigenvector of J J J with eigenvalue λ 1 = cos π h = cos π / ( n + 1 ) \lambda_1 = \cos\pi h = \cos\pi/(n+1) λ 1 = cos π h = cos π / ( n + 1 ) .
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