Symmetric successive over-relaxation

In applied mathematics, symmetric successive over-relaxation (SSOR),Iterative methods at CFD-Online wiki 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.SSOR preconditioning at Netlib

See also Successive over-relaxation

References