jacobi_openmp, a C code which illustrates the use of the OpenMP application program interface to parallelize a Jacobi iteration solving A*x=b.
Each step of the Jacobi iteration produces a vector xnew. The i-th entry of xnew is found by ``solving'' the i-th linear equation for the i-th variable. This operation can be done in parallel. It is a little more complicated to compute the maximum difference between the old and new x values, and to compute the maximum residual, but these can be done.
The example uses a standard -1,2,-1 matrix which has very slow convergence. Here, the point is not so much to get the answer, but to show that the process can be speeded up by employing OpenMP.
The computer code and data files described and made available on this web page are distributed under the MIT license
jacobi_openmp is available in a C version and a C++ version and a FORTRAN90 version.
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