The Preconditioned SOR Iterative Method for Positive Definite Matrices

Figure 1

Spectral radius for random PSD matrices 𝐴^𝑇𝐴+diag(rand(𝑛,1)) of size 𝑛=50 (a), 𝐴^𝑇𝐴+10∗diag(rand(𝑛,1)) of size 𝑛=50 (b) and 𝐴^𝑇𝐴+30∗diag(rand(𝑛,1)) (c) of size 𝑛=150.

(a)

(b)

(c)