Successive overrelaxation (SOR) is a method used to solve linear n n systems of equations, Ax
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Successive overrelaxation (SOR) is a method used to solve linear n × n systems of equations, Ax = b. Given the coefficient matrix A, the fight-side vector b, and an initial estimated solution vector x, the algorithm recomputes each xi based on the xj (i ≠ j), A, and b. First, write the n equations as
a11x1 + a12x2 + … + a1nxn = b1
a21x1 + a22x2 + … + a2nxn = b2
…
an1x1 + an2x2 + … + annxn = bn
Arbitrarily use the ith equation to solve for xi, yielding
xi = (bi−ai1xi − ai2x2 −…− ainxn)/aii.
Now you can implement SOR on an n process system by having the ith process compute xi. Implement an SOR solution using UNIX pipes calls.
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