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Re: Successive Over-Relaxation ... what is wrong? Improvements?

From: Ed Meyer
Subject: Re: Successive Over-Relaxation ... what is wrong? Improvements?
Date: Sun, 4 Nov 2012 13:01:03 -0800

On Sun, Nov 4, 2012 at 11:31 AM, Ed Meyer <address@hidden> wrote:

On Sat, Nov 3, 2012 at 6:12 PM, Joza <address@hidden> wrote:

I've tried a few values for the relaxation parameter and the matrix size ...

it seems that either the norm converges to a constant, or it keeps
oscillating around a certain value.

As far as I am aware, I've followed the implementation as per textbook - I
can't see anything obviously wrong with it. Any idea what could be causing

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It works for me if I use the formula for the overrelaxation factor
  w = 2/(1 + pi/n)
that is usually recommended

Ed Meyer

I would also point out the the example you are using is not diagonally dominant,
which is usually a requirement for convergence

Ed Meyer

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