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.
SymmetricSuccessiveOverrelaxationSolver
Constructor and Description |
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SSORPreconditioner(Matrix A,
double omega)
Construct an SSOR preconditioner with a symmetric coefficient matrix.
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Modifier and Type | Method and Description |
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Vector |
solve(Vector x)
Solve Mz = x using this SSOR preconditioner.
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Vector |
transposeSolve(Vector x)
Mtx = M-1x as M is symmetric.
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public SSORPreconditioner(Matrix A, double omega)
A
- a symmetric coefficient matrixomega
- an extrapolation factorpublic Vector solve(Vector x)
solve
in interface Preconditioner
x
- a vectorpublic Vector transposeSolve(Vector x)
transposeSolve
in interface Preconditioner
x
- a vectorsolve(x)
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