Successive Over-Relaxation (Sor) : Method
Successive Over-Relaxation (Sor) : Method
UNIVERSITY
(School of Electronics & Communication Engineering)
METHOD:-SUCCESSIVE OVER-
RELAXATION (SOR)
Members:-
Om Kumar (23BEC038)
Prachi Verma (23BEC039)
Priyanshu Kumar
(23BEC040)
INTRODUCTION :
What is the successive over-
relaxation method?
An iterative method used to solve
linear systems for calculating the
approximate roots.
Builds on the gauss-seidel
method with an added relaxation
factor(w) to improve convergence.
FORMULA :
xi(k+1)=xi(k)+(ω/aii){bi− j=1
i−1
∑aijxj(k+1) − j=1 n ∑aijxj(k)}
(D+ωL)xi(k+1)=ωb+(ωU+(ω−1)D)xi (k)
CONDITIONS:
• A should be strictly diagonally
dominant. This means:
• ∣aii∣> j≠i ∑∣aij∣ for all i.
• If the matrix is not strictly diagonally
dominant, convergence is not
guaranteed.
RATE OF
CONVERGENCE:
• Rate of convergence log(ρ(Msor )).
• Here, Msor = (D− ωL)−1[(1− ω)D+ ωU]
• Msor = iteration matrix
• ρ(Msor)<1 then it converges
• ρ(Msor)=spectral radius
• A smaller ρ(Msor) results in faster convergence.
With the optimal ω, the SOR method often
converges much faster than jacobi or gauss-
seidel methods.
APPLICATIONS :
• Elasticity problems: Computing
displacements and stresses in
materials.
• Electrostatics: SOR helps solve
systems derived from maxwell's
equations for electric potentials.
• Neuroscience: Solving large-scale
systems representing neural activity in
the brain.
ADVANTAGE
S:
• Efficiency: SOR converges faster
than basic iterative methods like
gauss-seidel or jacobi.
• Tunable acceleration: The
relaxation factor (w) can be
optimized to achieve faster
convergence.
• Scalability: Suitable for large-scale
DISADVANTAGE
S:
• Choosing optimal (w): Finding the
optimal relaxation factor is challenging
and problem-specific. An inappropriate
choice can lead to slow convergence or
divergence.
• Non-adaptive nature: Standard SOR
does not automatically adjust (w),
requiring trial-and-error or computationally
expensive pre-analysis.
FORMULA :
After simplification, we
get
xi(new) = xi(old) + (ω/aii){bi− j=1i−1∑aijxj(new) − j=1 n ∑aijxj(old)}
FLOW CHART
CONCLUSION :
• Recap of the SOR method’s
importance in speeding up
convergence for linear systems.
• Emphasis on selecting an
appropriate relaxation factor(w).
REFERENCES:
• https://www.slideshare.net/slideshow/sor
-125526082/125526082
• https://www.youtube.com/watch?v=I5hyrcnNGug&t=
690s
THANK YOU