Gauss-Seidel method (source code)

= Gauss-Seidel method
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= Gauss-Seidel iteration
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With $A=D+L+U$, the <Gauss-Seidel method> solves $(D+L)x^{(k+1)}=b-Ux^{(k)}$. It uses each newly computed coordinate immediately in the remaining triangular solve. It is <successive over-relaxation> with parameter one, and converges from every start when $A$ is symmetric positive definite.