A GENERALIZATION OF THE SOR METHOD FOR SOLVING LINEAR SYSTEM OF EQUATIONS
D Khojasteh Salkouyeh · 2007
The successive over relaxation (SOR) algorithm is a stationary iterative method for solving linear system of equations. It is also a promising preconditioner for popular iterative solvers such as GMRES method. In this paper, a generalization of the SOR method say GESOR is proposed and its convergence properties are discussed. Some numerical experiments are also given to show the efficiency of the proposed method. Numerical results presented here show that the GESOR method is often more effective than the SOR method.