Symmetric successive overrelaxation

From Wikipedia, the free encyclopedia
Jump to: navigation, search

In applied mathematics, symmetric successive overrelaxation (SSOR),[1] 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 \omega as follows.[2]

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

See also[edit]

References[edit]

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