Neha Patil (Editor)

Symmetric successive overrelaxation

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In applied mathematics, symmetric successive overrelaxation (SSOR), is a preconditioner.

If the original matrix can be decomposed into diagonal, lower and upper tridiagonal as A = D + L + L T then SSOR preconditioner matrix is defined as

M = ( D + L ) D 1 ( D + L ) T

It can also be parametrised by ω as follows.

M ( ω ) = ω 2 ω ( 1 ω D + L ) ( D ) 1 ( 1 ω D + L ) T

References

Symmetric successive overrelaxation Wikipedia


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