sor

sor, a C code which implements a simple version of the successive over-relaxation (SOR) method for the iterative solution of a system of linear equations.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

sor is available in a C version and a C++ version and a MATLAB version and an Octave version.

Related Data and Programs:

sor_test

jacobi, a C code which implements the Jacobi iteration for solving symmetric positive definite (SPD) systems of linear equations.

test_matrix, a C code which defines test matrices.

Reference:

• Tim Kelley,
  Iterative Methods for Linear and Nonlinear Equations,
  SIAM, 2004,
  ISBN: 0898713528,
  LC: QA297.8.K45.

Source Code:

• sor.c, the source code.
• sor.sh, compiles the source code.
• sor.h, the include file.