Symmetric successive over-relaxation

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 $\omega$ as follows.

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

See also

• Successive over-relaxation