TOMS460
ADI Accuracy Parameters
TOMS460
is a FORTRAN77 library which
implements ACM TOMS algorithm 460, for determining
the relative accuracy obtained in a given number of iterations, or the
number of iterations required for a given desired relative
accuracy, for an alternating direction implicit iterative linear
solution process.
The text of many ACM TOMS algorithms is available online
through ACM:
http://www.acm.org/pubs/calgo
or NETLIB:
http://www.netlib.org/toms/index.html.
Usage:

call adip ( a, b, c, d, iopt, n, itns, dmu, omeh,
omev, ier )

where A, B, C and D are lower
and upper bounds on the eigenvalues of the two iteration
factor matrices; IOPT specifies whether ITNS
or DMU is to be computed, N is the dimension of
OMEH and OMEV, ITNS is the number of iterations
to be performed, DMU is the relative improvement in
accuracy, OMEH and OMEV are vectors defining
scaling factors to be used to optimize the iteration,
and IER is an error flag.
Languages:
TOMS460 is available in
a FORTRAN77 version.
Reference:

Paul Saylor, James Sebastian,
Algorithm 460: Calculation of Optimum Parameters for Alternating
Direction Implicit Procedures,
Communications of the ACM,
October 1973, Volume 16, Number 10, pages 633635.
Source Code:
Examples and Tests:
List of Routines:

ADIP determines the relative accuracy obtained in
a given number of iterations, or the
number of iterations required for a given desired relative
accuracy, for an iterative linear solution process.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 03 December 2005.