If we assume that the coefficient matrix is symmetric, then the
Symmetric Successive Overrelaxation method, or SSOR, combines two SOR
sweeps together in such a way that the resulting iteration matrix is
similar to a symmetric matrix. Specifically, the
first SOR sweep is carried out as
in (
), but in the second sweep the unknowns are
updated in the reverse order. That is, SSOR is a forward
SOR sweep followed by a
backward SOR sweep. The
similarity of the SSOR iteration matrix to a symmetric
matrix permits the application of SSOR as a preconditioner
for other iterative schemes for symmetric matrices. Indeed, this is
the primary motivation for SSOR since its convergence
rate , with an optimal value of
, is
usually slower than the convergence rate of SOR with
optimal
(see Young [page 462]Yo:book). For details on
using SSOR as a preconditioner, see
Chapter
.
In matrix terms, the SSOR iteration can be expressed as follows:
where
and
Note that is simply the iteration matrix for SOR
from (
), and that
is the same, but with the
roles of
and
reversed.
The pseudocode for the SSOR algorithm is given in
Figure .