gauss-seidel

  The Gauss-Seidel technique is intuitive and easy to use on large or small problems. However, you should beware that the convergence tolerance must be carefully selected. Because the convergence criterion is based on the error between iterations, the same convergence criteria may lead to very different results. The direct solution technique presented in Section 2.6.2 is generally preferred over an iterative technique like Gauss-Seidel iteration if a tool such as MATLAB that provides a computationally efficient means of solving sparse matrices is available.