  We study holographic RG flow of the shear viscosity tensor of anisotropic,
strongly coupled N=4 super-Yang-Mills plasma by using its type IIB supergravity
dual in anisotropic bulk spacetime. We find that the shear viscosity tensor has
three independent components in the anisotropic bulk spacetime away from the
boundary, and one of the components has a non-trivial RG flow while the other
two have a trivial one. For the component of the shear viscosity tensor with
non-trivial RG flow, we derive its RG flow equation, and solve the equation
analytically to second order in the anisotropy parameter 'a'. We derive the RG
equation using the equation of motion, holographic Wilsonian RG method, and
Kubo's formula. All methods give the same result. Solving the equation, we find
that the ratio of the component of the shear viscosity tensor to entropy
density 'eta/s' flows from above '1/4pi' at the horizon (IR) to below '1/4pi'
at the boundary (UV) where it violates the holographic shear viscosity
(Kovtun-Son-Starinets) bound and where it agrees with the other longitudinal
component.
