I'm working on a project, implementing Successive over-relaxation (SOR) method (http://en.wikipedia.org/wiki/Successive_over-relaxation) using Python. SOR can only apply if given matrix is,
- symmetric positive-definite (SPD) OR
- strictly or irreducibly diagonally dominant.
I want to know how to calculate the relaxation factor(ω) for faster convergence.
- Is there a BEST value for ω ?
- If exists, how to calculate it?
- Any suggestions are also welcome.
Thank you in advance.