Successive Over-Relaxation

E157387

Successive Over-Relaxation is an iterative numerical method that accelerates the convergence of the Gauss–Seidel algorithm for solving large systems of linear equations by introducing a relaxation factor.

All labels observed (3)

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Statements (50)

Predicate Object
instanceOf iterative method for linear systems ⓘ
iterative numerical method ⓘ
relaxation method ⓘ
stationary iterative method ⓘ
advantage low memory requirements ⓘ
simple to implement ⓘ
appliesTo discretized partial differential equations ⓘ
large systems of linear equations ⓘ
sparse linear systems ⓘ
basedOn Gauss–Seidel method ⓘ
category iterative methods for sparse systems ⓘ
numerical linear algebra ⓘ
computes approximate solution vector x ⓘ
convergenceCondition 0 < ω < 2 for many classes of problems ⓘ
convergenceRateDependsOn spectral radius of iteration matrix ⓘ
convergesFasterThan Gauss–Seidel method for suitable ω ⓘ
dependsOn choice of relaxation factor ω ⓘ
generalizes Gauss–Seidel method ⓘ
hasAbbreviation SOR ⓘ
SSOR ⓘ
hasGoal accelerate convergence of Gauss–Seidel ⓘ
hasParameter ω ⓘ
hasVariant Symmetric Successive Over-Relaxation ⓘ
introducesParameter relaxation factor ω ⓘ
isLinearIteration true ⓘ
iterationMatrixDependsOn ω ⓘ
limitation may converge slowly for ill-conditioned systems ⓘ
performance sensitive to ω selection ⓘ
optimalParameterRange 1 < ω < 2 for over-relaxation ⓘ
reducesTo Gauss–Seidel method when ω = 1 ⓘ
relatedTo Gauss–Seidel method ⓘ
Jacobi method ⓘ
Richardson iteration ⓘ
Successive Under-Relaxation ⓘ
requires coefficient matrix A ⓘ
right-hand side vector b ⓘ
specialCaseWhen ω = 1 gives Gauss–Seidel method ⓘ
typicalUseCase elliptic partial differential equations ⓘ
underRelaxationRange 0 < ω < 1 ⓘ
updateFormulaUses diagonal part D of A ⓘ
splitting A = D + L + U ⓘ
strictly lower triangular part L of A ⓘ
strictly upper triangular part U of A ⓘ
updateRule x^{(k+1)} = x^{(k)} + ω D^{-1}(b − A x^{(k+1,partial)}) ⓘ
usedIn computational fluid dynamics ⓘ
engineering simulations ⓘ
finite difference methods ⓘ
finite element methods ⓘ
scientific computing ⓘ
usesConcept relaxation factor ⓘ

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Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Gauss–Seidel method → relatedTo → Successive Over-Relaxation ⓘ
Gauss–Seidel method → generalizedBy → Successive Over-Relaxation method ⓘ
linked to: Successive Over-Relaxation
Successive Over-Relaxation → hasAbbreviation → SSOR ⓘ
linked to: Successive Over-Relaxation
SOR → fullName → Successive Over-Relaxation ⓘ
Successive Under-Relaxation → isRelatedTo → Successive Over-Relaxation ⓘ