SOR

E621090

SOR is an iterative numerical method used to accelerate the convergence of solving large systems of linear equations, particularly in scientific and engineering computations.

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Label Occurrences
SOR canonical 1

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Statements (47)

Predicate Object
instanceOf iterative numerical method ⓘ
linear system solver ⓘ
advantage simple to implement ⓘ
alsoCalled over-relaxation method ⓘ
analyzedUsing spectral radius of iteration matrix ⓘ
appliedTo Poisson equation ⓘ
discretized partial differential equations ⓘ
elliptic PDEs ⓘ
sparse linear systems ⓘ
assumes linear system Ax = b ⓘ
basedOn Gauss–Seidel method ⓘ
belongsTo numerical linear algebra ⓘ
canBe over-relaxation when relaxation factor is greater than 1 ⓘ
under-relaxation when relaxation factor is less than 1 ⓘ
canBeCombinedWith multigrid methods ⓘ
category stationary iterative method ⓘ
convergenceDependsOn choice of relaxation factor ⓘ
spectral radius of iteration matrix ⓘ
convergesIf spectral radius of iteration matrix is less than 1 ⓘ
fullName Successive Over-Relaxation ⓘ
generalizationOf Gauss–Seidel method (when relaxation factor equals 1) ⓘ
goal reduce number of iterations to reach a given accuracy ⓘ
hasParameter relaxation factor ⓘ
improves rate of convergence compared to Gauss–Seidel ⓘ
iterationMatrixDependsOn matrix splitting A = D - L - U ⓘ
limitation may converge slowly for poorly conditioned systems ⓘ
modifies Gauss–Seidel iteration with relaxation factor ⓘ
oftenUsedIn computational fluid dynamics ⓘ
computational physics ⓘ
finite difference methods ⓘ
finite element methods ⓘ
oftenUsedWith grid-based discretizations ⓘ
performanceAffectedBy matrix conditioning ⓘ
problem size ⓘ
relatedTo Conjugate Gradient method ⓘ
Gauss–Seidel method ⓘ
Jacobi method ⓘ
requires iterative update of solution vector ⓘ
splitting of coefficient matrix ⓘ
specialCaseOf relaxation methods ⓘ
tunedBy experimentally chosen relaxation factor ⓘ
typicalRelaxationFactorRange between 1 and 2 for over-relaxation ⓘ
typicalUseCase large, sparse, structured linear systems ⓘ
usedFor accelerating convergence of iterative methods ⓘ
solving large systems of linear equations ⓘ
usedIn engineering computations ⓘ
scientific computations ⓘ

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Referenced by (1)

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