From: On the preconditioned GAOR method for a linear complementarity problem with an M-matrix
n
I
P̃
P̂
5
0.37475
0.37400
0.37398
10
0.49391
0.49285
0.49284
15
0.62177
0.62063
0.62062
20
0.75501
0.75386
0.75385