Linear Algebra and Its Applications · Problem 7.4.15

Linear Programming and Game Theory — Gilbert Strang

Mathematics · sor-computer-code

Problem

The SOR splitting matrix

S

is the same as for Gauss-Seidel except that the diagonal is divided by

\omega

. Write a program for SOR on an

n

n

matrix. Apply it with

\omega = 1

1.4

1.8

2.2

when

A

is the

-1

2

-1

matrix of order 10.