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I am working on a programming assignment that requires me to implement the successive over-relaxation algorithm. We are given the wikipedia page for this: http://en.wikipedia.org/wiki/Successive_over-relaxation.

I have read through the wikipedia page for this numerous times but am still quite unsure of the process.

If given a 3x3 matrix for A, let's say [[1,2,3][5,1,-3][3,1,2]] and a vector for B = [1,-1,2], how can I use this method to solve for x? Sorry if the A and B I gave are not even solvable.

I think that we need to find a w between 1 and 2, so I just arbitrarily chose 1.5, then we need to choose an initial value of x? Can anyone either please give a simple example demonstrating this method, or help explain the wikipedia write up in simpler terms?

Thanks

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# Looking for an example of a Successive over-relaxation

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