gauss_seidel, a C code which uses the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.
The information on this web page is distributed under the MIT license.
gauss_seidel 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, a C code which implements a simple version of the conjugate gradient (CG) method for solving a system of linear equations of the form A*x=b, suitable for situations where the matrix A is symmetric positive definite (SPD) (only real, positive eigenvalues).
cg_rc, a C code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
jacobi, a C code which implements the Jacobi iteration for linear systems.
test_matrix, a C code 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.