Jacobi and Gauss Seidel give a formula for xk in terms of x(k-1) call this xbasick |
Overrelaxation forms xSORk = ? xbasick + (1- ?)xbasic(k-1) |
Typically only 0 < ? < 2 is sensible and ? < 1 is relaxation 1 < ? < 2 is over relaxation |
It is "over" because if ? > 1, you go "further" in direction of new estimate than calculated |
In "relaxation", you conservatively, average prediction with old value |
Unfortunately, the best value of ? cannot be calculated except in simple cases and so SOR is not so reliable for general problems |