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Pseudo Code for SOR---Successive Over Relaxation

 Choose an initial guess  to the solution x.

for ¯ k = 1,2,

for ¯ i = 1,2,,n

for ¯ j=1,2,,i-1

end

for j=i+1,,n

end

end

check convergence; continue if necessary

end

The SOR Method


Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu