The Jacobi Iteration for symmetric positive definite (SPD) Linear Systems

JACOBI, a C library which sets up the Jacobi iteration for a symmetric positive definite (SPD) linear system.

The program uses the GNUPLOT_I interface program to create plots of the residual and the "motion" of the solution over the iteration.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.


JACOBI is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

CG_RC, a C library which implements the conjugate gradient method for solving a symmetric positive definite (SPD) sparse linear system A*x=b, using reverse communication.

GNUPLOT_I, a C library which allows an executing C, C++, FORTRAN77 or FORTRAN90 program to interact with the GNUPLOT graphics program, by Nicholas Devillard.


TEST_MAT, a C library which defines test matrices.


Source Code:

Last revised on 09 July 2019.