gauss_seidel_stochastic, a MATLAB code which uses a stochastic version of the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.
The main interest of this code is that it is an understandable analogue to the stochastic gradient descent method used for optimization in various machine learning applications.
The information on this web page is distributed under the MIT license.
gauss_seidel_stochastic is available in a MATLAB version and an Octave version and a Python version.
cg_rc, a MATLAB code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
gauss_seidel, a MATLAB code which uses the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.
gauss_seidel_poisson_1d, a MATLAB code which demonstrates how the linear system for a discretized version of the steady 1D Poisson equation can be solved by the Gauss-Seidel iteration.
jacobi, a MATLAB code which implements the Jacobi iteration for linear systems.
sor, a MATLAB code which implements a simple version of the successive over-relaxation (SOR) method for the iteration solution of a linear system of equations.
test_matrix, a MATLAB code which defines test matrices.