For the matrix treated in Example 10.50, prove that (a) As increases from 1 to 8

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For the matrix treated in Example 10.50, prove that
(a) As ω increases from 1 to 8 - 4√3, the two eigenvalues move towards each other, with the larger one decreasing in magnitude;
(b) if ω > 8 - 4√3, the eigenvalues are complex conjugates, with larger modulus than the optimal value.
(c) Can you conclude that ω* = 8 - 4√3 is the optimal value for the SOR parameter?
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Applied Linear Algebra

ISBN: 978-0131473829

1st edition

Authors: Peter J. Olver, Cheri Shakiban

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