cg_rc, a C++ code which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
The computer code and data files described and made available on this web page are distributed under the MIT license
cg_rc is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
BACKTRACK_BINARY_RC, a C++ code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
BISECTION_RC, a C++ code which seeks a solution to the equation F(X)=0 using bisection within a user-supplied change of sign interval [A,B]. The procedure is written using reverse communication (RC).
CG, a C++ 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) (only real, positive eigenvalues).
JACOBI, a C++ code which implements the Jacobi iteration for solving symmetric positive definite (SPD) systems of linear equations.
LOCAL_MIN_RC, a C++ code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, using reverse communication (RC), by Richard Brent.
MGMRES, a C++ code which applies the restarted GMRES algorithm to solve a sparse linear system.
ROOT_RC, a C++ code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
ROOTS_RC, a C++ code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
SORT_RC, a C++ code which can sort a list of any kind of objects, using reverse communication (RC).
SUPERLU, C++ codes which illustrate how a C++ code can call the SUPERLU library, (which is written in C), which applies a fast direct solution method to solve sparse linear systems, by James Demmel, John Gilbert, and Xiaoye Li.
TEST_MAT, a C++ code which defines test matrices.
ZERO_RC, a C++ code which seeks solutions of a scalar nonlinear equation f(x) = 0, using reverse communication (RC).