Iterative methods: Jacobi, Gauss-Seidel, SOR

This lecture covers iterative methods for solving large linear systems of equations, focusing on Jacobi, Gauss-Seidel, and Successive Over Relaxation (SOR) methods. It explains how these methods transform complex systems into simpler ones, making them easier to solve. The Jacobi method updates each variable using the previous iteration's values, while the Gauss-Seidel method uses updated values immediately. SOR combines these approaches with a relaxation parameter. The lecture emphasizes the computational efficiency of iterative techniques for large systems and the importance of choosing the right parameters for convergence.