Research Reports from the Department of Operations
Document Type
Thesis
Publication Date
5-30-1984
Abstract
The discretization of many physical problems produces a large linear system Ax = b where the obvious solution is x = A^-1b. However, for large systems it is computationally infeasible to find A^-1 explicitly. In such cases, iterative procedures are used to find the solution vector. The purpose of this Thesis is to study and modify one particular iterative procedure, the Successive Overrelaxation (SOR) algorithm, used to solve a Reservoir Model. The structure of the A matrix and Mathematical Programming concepts are used to develop and implement an efficient SOR algorithm.
Keywords
Operations research, Iterative methods (Mathematics), Linear programming, Numerical analysis
Publication Title
Master's thesis/Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 544 ; Submitted in partial fulfillment of the requirements for the Degree of Master of Science.
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Gibson-Robinson, Yvonne, "On Using SOR Techniques for Solution of a Large, Sparse, Nonsymmetric System" (1984). Research Reports from the Department of Operations. 374.
https://commons.case.edu/wsom-ops-reports/374