jacobi, a Fortran77 code which sets up the Jacobi iteration for linear systems.
The information on this web page is distributed under the MIT license.
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.
cg_rc, a Fortran77 library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
mgmres, a Fortran77 library which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, by Lili Ju.
sparsekit, a Fortran77 library which implements operations on sparse matrices, including conversion between various formats, by Yousef Saad.
TEMPLATES, a Fortran77 library which carries out simple versions of various iterative solvers.
TEST_MAT, a Fortran77 library which defines test matrices for which the condition number, determinant, eigenvalues, eigenvectors, inverse, null vectors, P*L*U factorization or linear system solution are known. Examples include the Fibonacci, Hilbert, Redheffer, Vandermonde, Wathen and Wilkinson matrices.