ABSTRACT
As we discussed previously, a number of iterative methods that involve a matrix A place upper bounds on the step-length parameter in terms of the spectral radius of the matrix A†A. Since A is often quite large, finding decent estimates of ρ(A†A) without having to calculate A†A becomes important. In this chapter we obtain upper bounds on the spectral radius of positive-definite matrices and use these bounds in the selection of parameters in several iterative methods.
