Basic HTML version of Foils prepared 8 November 1995

Foil 38 Over Relaxation (SOR) and Relation to Jacobi and Gauss-Seidel

From Fox Presentation Fall 1995 CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox
Jacobi and Gauss Seidel give a formula for x(k+1) in terms of x(k) call this x(k+1)
Overrelaxation forms x(k+1) = w x(k+1) + (1-w)x(k)
Typically only 0 < w < 2 is sensible w < 1 is relaxation 1 < w < 2 is over relaxation
First consider relaxation for Jacobi x(k+1) = wx(k+1) + (1-w)x(k)
There is an iteration matrix
  • G=M-1 N which on diagonalization we called K
  • with G=PTKP and P an orthogonal matrix

© Northeast Parallel Architectures Center, Syracuse University, npac@npac.syr.edu

If you have any comments about this server, send e-mail to webmaster@npac.syr.edu.

Page produced by wwwfoil on Tue Oct 13 1998