In applied mathematics, symmetric successive over-relaxation (SSOR), 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 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 ...
See also
* Successive over-relaxation
References
Numerical linear algebra
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