An approximation to the SSOR preconditioner

This paper looks at the SSOR algorithm and shows that, under certain conditions, we can generate an approximation to the SSOR preconditioner using only one triangular solve. We show that this approximation can result in slightly increased iterations to convergence, but increased solution eeciency when used as a preconditioner for non-symmetric, indeenite systems of equations. The paper analyzes the matrix properties under which the approximation accurately matches both the inverse of the source matrix , A ?1 , and the SSOR approximation to that source matrix giving an indication of when this preconditioner is most applicable.