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A method which produces a sequence of numerical approximations which converges (provided technical conditions are satisfied) to the solution of a problem, generally through repeated applications of some procedure. Examples include Newton's method for root finding, and Jacobi iteration for matrix-vector solves.

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Sort of problems where SOR is faster than Gauss-Seidel?

This side of things isn't really my speciality, but I don't think this is a super-fair test for many realistic applications. I'm not sure what values you were using for c and r, but I suspect you wer …
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