David M. Young’s 1950 #dissertation on #SOR solution of #linear-equations in #pdf, converted to LaTeX by Barbara Morris.
on 02015-11-19a short #pdf overview of the successive over-relaxation (#SOR) method for solving systems of #linear-equations and related techniques like Chebyshev acceleration and conjugate gradient acceleration.
on 02015-11-19a #paper on #linear-equations #constraint solving, about when Gauss-Seidel converges and when it doesn’t, and showing an extended version of Gauss-Seidel with guaranteed convergence to the least-norm solution in the underdetermined case. Also shows that in the overconstrained case, bog-standard randomized Gauss-Seidel converges to the least-squares solution!
on 02015-09-20An overview of #linear-equations solving.
on 02015-09-20#PDF #introduction to solving systems of #linear-equations, including an overview of why this is a useful thing to do, Fortran code for Gaussian elimination (18 lines of code), LU factorization, explanation of ill-conditioned systems, and equations explaining Gauss-Seidel, Jacobi, and successive over-relaxation iterative solving, with the last in 25 lines of Fortran. Seems to be a draft from 2009.
on 02015-09-18