public class SSORPreconditioner extends Object implements Preconditioner
A = D + L + LtThe SSOR preconditioning matrix is defined as
M = (D + L)D-1(D + L)tor, parameterized by ω
M(ω) = (1/(2 - ω))(D / ω + L)(D / ω)-1(D / ω + L)t
The optimal ω reduces the number of iterations to a lower order. In practice, however, the spectral information for computing the optimal ω is expensive to obtain.
|Constructor and Description|
Construct an SSOR preconditioner with a symmetric coefficient matrix.
|Modifier and Type||Method and Description|
Solve Mz = x using this SSOR preconditioner.
Mtx = M-1x as M is symmetric.
public SSORPreconditioner(Matrix A, double omega)
A- a symmetric coefficient matrix
omega- an extrapolation factor
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