symmetric successive over-relaxation

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In applied mathematics, symmetric successive over-relaxation (SSOR),[http://www.cfd-online.com/Wiki/Iterative_methods Iterative methods] at CFD-Online wiki is a preconditioner.

If the original matrix can be split into diagonal, lower and upper triangular as A=D+L+L^\mathsf{T} then the SSOR preconditioner matrix is defined as

M=(D+L) D^{-1} (D+L)^\mathsf{T}

It can also be parametrised by \omega as follows.[http://www.netlib.org/linalg/html_templates/node58.html SSOR preconditioning] at Netlib

M(\omega)={\omega\over{2-\omega}} \left ( {1\over\omega} D + L \right ) D^{-1} \left ( {1\over\omega} D + L\right)^\mathsf{T}

See also

References

Category:Numerical linear algebra

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