The Preconditioned SOR Iterative Method for Positive Definite Matrices
Yuqin Bai, Yan-Ping Xiao, Weiyuan Ma · Journal of Applied Mathematics · 2013
We present several iterations for preconditioners introduced by Tarazaga and Cuellar (2009), and study the convergence of the method for solving a linear system whose coefficient matrix is positive definite matrices, and we also find that they complete very well with the SOR iteration, which is shown through numerical examples.