Basic HTML version of Foils prepared March 15 00

Foil 13 Successive Over Relaxation I

From Collection of Extra Foils for CPS615 PDE Iterative Solution Discussion CPS615 Spring Semester 00 -- March 00. by Geoffrey C. Fox


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



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