SSOR Metalurh Zaporizhzhia
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In applied mathematics, symmetric successive over-relaxation (SSOR), is a
preconditioner In mathematics, preconditioning is the application of a transformation, called the preconditioner, that conditions a given problem into a form that is more suitable for numerical solving methods. Preconditioning is typically related to reducing ...
. If the original matrix can be
split Split(s) or The Split may refer to: Places * Split, Croatia, the largest coastal city in Croatia * Split Island, Canada, an island in the Hudson Bay * Split Island, Falkland Islands * Split Island, Fiji, better known as Hạfliua Arts, enterta ...
into diagonal, lower and upper triangular as A=D+L+L^\mathsf then the SSOR preconditioner matrix is defined as M=(D+L) D^ (D+L)^\mathsf It can also be parametrised by \omega as follows.SSOR preconditioning
at
Netlib Netlib is a repository of software for scientific computing maintained by AT&T, Bell Laboratories, the University of Tennessee and Oak Ridge National Laboratory. Netlib comprises many separate programs and libraries. Most of the code is written in ...
M(\omega)= \left ( D + L \right ) D^ \left ( D + L\right)^\mathsf


See also

*
Successive over-relaxation In numerical linear algebra, the method of successive over-relaxation (SOR) is a variant of the Gauss–Seidel method for solving a linear system of equations, resulting in faster convergence. A similar method can be used for any slowly converging ...


References

Numerical linear algebra {{mathapplied-stub