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Convergence of SOR
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Comparison of Convergence
Successive Overrelaxation Iteration Method (SOR)
This is relaxation (acceleration) method applied to Gauss-Seidel.
In Jacobi, the optimal case was
(i.e., no gain in using relaxation).
However, for Gauss-Seidel, we will find
is best and does improve the method.
The spectral radius
of Jacobi is given by
and for conventional (unaccelerated) Gauss Seidel by
For choice
one can show that
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
(i.e., no gain in
using relaxation).
is best
and does improve the method.
of
Jacobi is given by
