Abstract:
ABSTRACT
The Jacobi, Gauss-Seidel, and Successive over relaxation methods are
the iterative methods that can be used to solve system of linear
equations. In this project we present an expressions of the spectral
radius and the rates of convergence of the modified successive over
relaxation (MSOR) method. At the end we use the modified successive
over relaxation (MSOR) method to solve system of linear equations and
compare its rate of convergence with the rate of convergence of Jacobi,
Gauss-Seidel, and successive over relaxation (SOR) methods.