GAUSS-SEIDEL METHOD

Gauss-Seidel method (n.) An iterative method for solving partial differential equations on a grid. When updating a grid point the new value depends on the current values at the neighbouring grid points, some of which are from the previous iteration and some, which have already been updated, are from the current iteration. So updates are performed by sweeping through the grid in some user-chosen fashion. The key feature of this algorithm is that it makes use of new information (updated grid point values) as soon as they become available.