SOR
Linear System Solution by Successive OverRelaxation
SOR
is a C++ library which
implements a simple version of the successive overrelaxation method
for the iterative solution of a system of linear equations.
Licensing:
The computer code and data files described and made available on this
web page are distributed under
the GNU LGPL license.
Languages:
SOR is available in
a C++ version and
a MATLAB version.
Related Data and Programs:
JACOBI,
a C++ library which
implements the Jacobi iteration for solving symmetric positive definite
systems of linear equations.
TEST_MAT,
a C++ library which
defines test matrices.
Reference:

Tim Kelley,
Iterative Methods for Linear and Nonlinear Equations,
SIAM, 2004,
ISBN: 0898713528,
LC: QA297.8.K45.
Source Code:
Examples and Tests:
List of Routines:

DIF2 returns the DIF2 matrix.

R8MAT_MV multiplies a matrix times a vector.

R8MAT_RESIDUAL_NORM returns the norm of A*xb.

R8VEC_COPY copies an R8VEC.

R8VEC_DIFF_NORM_SQUARED: square of the L2 norm of the difference of R8VEC's.

R8VEC_PRINT prints an R8VEC.

TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the C++ source codes.
Last revised on 25 December 2011.