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Re: successive over relaxation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg38817] Re: successive over relaxation
  • From: "Khufu" <k9ck-9wsp at spamex.com>
  • Date: Tue, 14 Jan 2003 06:11:39 -0500 (EST)
  • References: <200301090940.EAA07078@smc.vnet.net> <avm4ji$na0$1@smc.vnet.net> <avu05n$dd4$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Mike:
Don't give up all hope!
Let me direct your attention to William Shaw's excellent book on using
Mathematica for financial applications "Modelling Financial Derivatives with
Mathematica" (ISBN=052159233X).
He has two or three chapters of the book dedicated to SOR, PSOR, and other
schemes.  Of course this is specifically tailored to financial applications
(solving Black-Scholes type equations) but it may set you closer to your
course than you are now.
The book is expensive, but very good for what it is and does come with a
CDROM of all programs.  There are several different included examples of SOR
solvers.  Shaw also does a good job of comparing the relative strengths of
different schemes for various problems.
The book should be available at any of the major online sites.
Best of luck, hope this helps.
-Khufu

"Jens-Peer Kuska" <kuska at informatik.uni-leipzig.de> wrote in message
news:avu05n$dd4$1 at smc.vnet.net...
> Hi,
>
> and
>
> Developer`SparseLinearSolve[]
>
> does not a better job than any SOR ??
>
> Regards
>   Jens
>
> Selwyn Hollis wrote:
> >
> > Mike,
> >
> > I doubt you'll find what you're looking for. I recently spent some time
> > trying to concoct an efficient Gauss-Seidel-SOR program in Mathematica
> > and left it before getting anything I was happy with. There are inherent
> > difficulties, I think. However, I believe it's an very interesting
> > problem to find the "best" way of implementing SOR in Mathematica.
> >
> > ----
> > Selwyn Hollis
> >
> > Mike wrote:
> > > Does anyone know of any sources of examples of successive over
relaxation
> > > method using mathematica?
> > >
> > > I came across a link on mathsource but the notebook actually links to
ITPACK
> > > method. I was interested in a full implementation within mathematica.
> > >
> > >
> > > Thanks
> > >
> > > Mike
> > >
> > >
> > >
>



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