A Generalization of the SOR Method for Solving Linear System of Equations

The success ive over relaxation (sor) algorithm is a stationary iterati ve method forsolving linear system of equations. it is also a promising preconditioner for popular iterativesolve rs such as gmres method. in this paper, a generali zation of the sor method saygesor is proposed and its convergence properties are discussed. some numericalexperim ent s are also given to show the efficiency of the proposed method. numerical resultspre sented here show that the gesor method is often more effective than the sor method.