Symmetric successive over-relaxation

In applied mathematics, symmetric successive over-relaxation (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

References

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


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