Jump to content

Symmetric successive over-relaxation

From Wikipedia, the free encyclopedia

In applied mathematics, symmetric successive over-relaxation (SSOR),[1] is a preconditioner.

If the original matrix can be split into diagonal, lower and upper triangular as then the SSOR preconditioner matrix is defined as

It can also be parametrised by as follows.[2]

See also

[edit]

References

[edit]