sor, a MATLAB code which implements a simple version of the successive over-relaxation (SOR) method for the iterative solution of a system of linear equations.
The information on this web page is distributed under the MIT license.
sor is available in a C version and a C++ version and a MATLAB version and an Octave version.
cg, a MATLAB 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 in which the matrix A is symmetric positive definite (SPD).
cg_rc, a MATLAB code which implements the conjugate gradient method for solving a symmetric positive definite (SPD) sparse linear system A*x=b, using reverse communication.
gauss_seidel, a MATLAB code which implements the Gauss-Seidel iteration for linear systems.
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.
jacobi, a MATLAB code which implements the Jacobi iteration for solving symmetric positive definite (SPD) systems of linear equations.
mgmres, a MATLAB code which applies the restarted GMRES algorithm to solve a sparse linear system.
test_matrix, a MATLAB code which defines test matrices.