jacobi

jacobi, a Fortran90 code which uses the Jacobi iteration to solve a linear system with a symmetric positive definite (SPD) matrix.

Licensing:

The information on this web page is 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

cg_rc, a Fortran90 code which implements the conjugate gradient (CG) method for solving a symmetric positive definite (SPD) sparse linear system A*x=b, using reverse communication (RC).

mgmres, a Fortran90 code which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, by Lili Ju.

test_matrix, a Fortran90 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.

Reference:

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

Source Code:

• jacobi.f90, the source code.
• jacobi.sh, compiles the source code.