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
- Successive over-relaxation
References
- ^ Iterative methods at CFD-Online wiki
- ^ SSOR preconditioning at Netlib