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