Symmetric successive overrelaxation

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In applied mathematics, symmetric successive overrelaxation (SSOR),[1] is a preconditioner.

If the original matrix can be split into diagonal, lower and upper tridiagonal as then SSOR preconditioner matrix is defined as

It can also be parametrised by as follows.[2]

See also[edit]

References[edit]

  1. ^ Iterative methods at CFD-Online wiki
  2. ^ SSOR preconditioning at Netlib