JACOBI is a C++ library which sets up the Jacobi iteration for linear systems.
The program uses the GNUPLOT_I interface program to create plots of the residual and the "motion" of the solution over the iteration.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
JACOBI is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
CG_RC, a C++ library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
GNUPLOT_I, a C library which allows an executing C, C++, FORTRAN77 or FORTRAN90 program to interact with the GNUPLOT graphics program, by Nicholas Devillard.
TEST_MAT, a C++ library which defines test matrices.
You can go up one level to the C++ source codes.