Symmetric successive over-relaxation

Template:Reliable sources 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. $$M(\omega )=\frac{\omega }{2-\omega }(\frac{1}{\omega }D+L)D^{-1}{(\frac{1}{\omega }D+L)}^{𝖳}$$

See also

• Successive over-relaxation

References

Template:Linear-algebra-stub