Can anyone explain to me the SOR Method for finding the root(s) of a function? Its supposedly very similar to the Gauss-Seidel method.
The Gauss-Seidel method, from my understanding, is similar to the Jacobi method such that we start with an initial guess (e.g. $x = \left [0,0,0 \right ]$ for a $3 \times 3$ matrix) and solve for $x_1,x_2,\dots,x_k$. Then use the values for $x_1\dots x_k$ from $x = \left [0,0,0 \right ]$ to find the next iteration of values. However, with the Gauss-Seidel method, we immediately use the updated/new $x$'s when going through the iterations instead of using the value found in the previous iteration.
So now, the SOR method? How does it differ?