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)

How this entity was disambiguated

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
Successive Over-Relaxation self-linksurface differs
surface form: 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

How these facts were elicited

Referenced by (3)

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
this entity surface form: Successive Over-Relaxation method
Successive Over-Relaxation hasAbbreviation Successive Over-Relaxation self-linksurface differs
this entity surface form: SSOR