SOR is a MATLAB library which implements a simple version of the successive over-relaxation method for the iterative solution of a system of linear equations.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SOR is available in a C++ version and a MATLAB version.
CG_RC, a MATLAB library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
GAUSS_SEIDEL, a MATLAB library which implements the Gauss-Seidel iteration for linear systems.
JACOBI, a MATLAB library which implements the Jacobi iteration for solving symmetric positive definite systems of linear equations.
TEST_MAT, a MATLAB library which defines test matrices.
You can go up one level to the MATLAB source codes.