MTH 343 · 7.4 Relaxation techniques

SOR Method Lab

Enter a linear system Ax = b, a starting vector x(0) and a parameter ω. Compare SOR with Gauss–Seidel (ω = 1) one iteration at a time, and see how ω changes the spectral radius ρ(Tω).

From the slides
Section 7.4 (9th edition)
Size n
System [A | b] and starting vector x(0)

Entries: integers, decimals or fractions such as −1/2.

0 < ω < 2. Decimals or fractions such as 5/4.

Error norm

At iteration k

Theorems 7.25 and 7.26

Iteration k, one component at a time

Iterates