Compressed Row Storage (CRS) Successive Over-Relaxation (SOR) Method

Version 1.0.0.0 (5.11 KB) by Cheuk
Function uses Successive Over-Relaxation (SOR) method to solve a linear system in CRS format
4.5
(2)
847 Downloads
Updated 31 Jan 2014

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This function solves a linear system Ax=b using the Successive Over-Relaxation iteration method. The A-matrix is supplied in Compressed Row Storage (CRS) format. The iteration is terminated when either (1) the user-specified maximum number of iterations has been reached or (2) the difference in the norm of successive iterates is less than a user-specified epsilon.

References:
(1) http://mathworld.wolfram.com/SuccessiveOverrelaxationMethod.html
(2) Yang, S., Gobbert, M., "The Optimal Relaxation Parameter for the SOR Method Applied to a Classical Model Problem", University of Maryland, Department of Mathematics and Statistics (2007).
(http://userpages.umbc.edu/~gobber/papers/YangGobbert2007SOR.pdf)

Cite As

Cheuk (2024). Compressed Row Storage (CRS) Successive Over-Relaxation (SOR) Method (https://www.mathworks.com/matlabcentral/fileexchange/45351-compressed-row-storage-crs-successive-over-relaxation-sor-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0