SOR
The SOR Iteration for Linear Systems

SOR is a MATLAB library which implements a simple version of the successive over-relaxation method for the iterative solution of a system of linear equations.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

SOR is available in a C++ version and a MATLAB version.

Related Data and Programs:

JACOBI, a MATLAB library which implements the Jacobi iteration for solving symmetric positive definite systems of linear equations.

TEST_MAT, a MATLAB library which defines test matrices.

Source Code:

• dif2.m, defines the -1, 2, -1 tridiagonal matrix.
• sor1.m, carries out one step of the SOR iteration.
• timestamp.m, prints the current YMDHMS date as a time stamp.

Examples and Tests:

• sor_test.m, calls all the tests;
• sor_test_output.txt, the output file.
• sor_test01.m, tests ?;
• sor_error.png a PNG image of the square of the norm of the residual (Ax-b).
• sor_evolution.png a PNG image of the evolution or trajectories of the solution values as the iteration proceeds.
• sor_motion.png a PNG image of the "motion" of the solution values, which is the averaged distance each entry moves during an iteration.

You can go up one level to the MATLAB source codes.