Introduction to Scientific Computing - Tutorial 13: Recapitulation
Introduction to Scientific Computing - Tutorial 13: Recapitulation
Introduction to Scientific Computing - Tutorial 13: Recapitulation
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Solving linear system of equations<br />
System:<br />
Gauss-Seidel method:<br />
Ax = b<br />
Lx (k+1) = b − Ux (k)<br />
Jacobi method:<br />
Dx (k+1) = b − Rx (k)<br />
Successive over-relaxation (SOR) method:<br />
x (k+1) = (D + ωL) −1( ωb − [ωU + (ω − 1)D]x (k)) .<br />
1. Februar 20<strong>13</strong> Bojana Rosic <strong>Introduction</strong> <strong>to</strong> <strong>Scientific</strong> <strong>Computing</strong> Seite 18
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