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.
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.