keywords: Jacobi iteration, Gauss-Seidel iteration, successive over-relaxation method, convergence
We consider in this paper the application of stationary iterative methods; the Jacobi, the Gauss-Seidel and the SOR iterations for solving linear algebraic systems. The formulae of the three methods are derived from the general form of matrix decomposition. The rates of convergence of these methods are tested with examples and their execution times are examined in relation to the structure of their iteration matrices. The results show the differences in the rates of convergence and execution times.