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?

  • 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. $\endgroup$ Apr 3 '14 at 2:44
  • $\begingroup$ It looks like you guys are right. Many thanks! $\endgroup$
    – Eduardo
    Apr 3 '14 at 5:09

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.


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