Linner hue index

In applied mathematics, symmetric successive overrelaxation (SSOR), 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.

$M(\omega )=\frac{1}{2-\omega }(\frac{1}{\omega }D+L){\left(\frac{1}{\omega }D\right)}^{-1}(\frac{1}{\omega D}+L)$

See also

• Successive over-relaxation

References

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