In this paper, we propose SOR method for the solution of non-square linear systems which can be called as generalized SOR method. A numerical example is considered to exhibit the superiority of this method over the generalized Jacobi and generalized GaussSeidel methods. AMS Subject Classification:15A06,65F15,65F20,65F50

Keywords : Iterative method, Jacobi, Gauss-Seidel, SOR, Convergence