jacobi

jacobi, a C code which sets up the Jacobi iteration for a symmetric positive definite (SPD) linear system.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

jacobi is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and Programs:

jacobi_test

cg_rc, a C code which implements the conjugate gradient method for solving a symmetric positive definite (SPD) sparse linear system A*x=b, using reverse communication.

gauss_seidel, a C code which applies the Gauss-Seidel iteration to solve a symmetric positive definite linear system.

test_matrix, a C code which defines test matrices.

Reference:

• Tim Kelley,
  Iterative Methods for Linear and Nonlinear Equations,
  SIAM, 2004,
  ISBN: 0898713528,
  LC: QA297.8.K45.

Source Code:

• jacobi.c, the source code.
• jacobi.sh, compiles the source code.
• jacobi.h, the include file.