Symmetric successive over-relaxation

In applied mathematics, symmetric successive over-relaxation (SSOR), is a preconditioner.

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

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

It can also be parametrised by $\omega$ as follows.

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

See also

• Successive over-relaxation