Symmetric successive overrelaxation

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

Successive over-relaxation

References

↑ Iterative methods at CFD-Online wiki
↑ SSOR preconditioning at Netlib

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