2
$\begingroup$

In Jacobi method's Wikipedia article there's a section that describes Weighted Jacobi method: http://en.wikipedia.org/wiki/Jacobi_method#Weighted_Jacobi_method.

I need to implement the Weighted version of Gauss-Seidel but I can't find any references of the algorithm.

Can you provide some information about it?

$\endgroup$
  • 1
    $\begingroup$ Hi Eduardo, and welcome to scicomp! Are you referring to Successive Over-Relaxation Method? $\endgroup$ – Paul Apr 3 '14 at 0:46
  • $\begingroup$ I'm 90% sure @Eduardo must be talking about SOR. In that case, there are many, many resources already online. $\endgroup$ – Doug Lipinski Apr 3 '14 at 2:44
  • $\begingroup$ It looks like you guys are right. Many thanks! $\endgroup$ – Eduardo Apr 3 '14 at 5:09
2
$\begingroup$

I will try to provide an intuitive understanding - The jacobi updates typically overshoot the original solution and hence we weight the updates to converge better. The Gauss Seidel updates typically do the opposite, i.e. underestimate the updates and hence we apply an over-relaxation to compensate for it. You can search for SOR method and you will find what you need.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.