jacobi

jacobi, an Octave code which uses the Jacobi iteration to solve a symmetric positive definite (SPD) linear system.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

jacobi is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and Programs:

jacobi_test

gauss_seidel_stochastic, an Octave code which uses a stochastic version of the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.

jacobi_poisson_1d, an Octave code which demonstrates how the linear system for a discretized version of the steady 1D Poisson equation can be solved by the Jacobi iteration.

test_matrix, an Octave code which defines test matrices.

Source Code:

• jacobi1.m, carries out one step of the Jacobi iteration.
• jacobi2.m, carries out one step of the Jacobi iteration, using vector notation.
• jacobi3.m, carries out one step of the Jacobi iteration, using an even better version of vector notation.