Package org.drip.sample.sor

Successive Over-relaxation Customization/Usage
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ConvergenceCriteriaCheck
    ConvergenceCriteriaCheck illustrates verification of the Successive Over-relaxation Convergence.
    DULDecomposition
    DULDecomposition demonstrates the Decomposition of a Square Matrix into Diagonal, Lower, and Upper Triangular Matrices.
    ForwardSubstitutionSolver
    ForwardSubstitutionSolver illustrates usage of the Successive Over-relaxation Scheme.
    JacobiIterationMatrix
    JacobiIterationMatrix illustrates the Construction of the Jacobi Iteration Matrix for SOR Convergence.
    MatrixConditioningChecks
    MatrixConditioningChecks shows the Conditioning Checks required by SOR on the Input Matrix.
    RelaxationParameterConvergence
    RelaxationParameterConvergence illustrates the Convergence Rate Estimation of the Relaxation Parameter.
    SymmetricSquareMatrixSolver
    SymmetricSquareMatrixSolver illustrates the application of the Symmetric Successive Over-relaxation Scheme.