Symmetric successive overrelaxation - Alchetron, the free social encyclopedia

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

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