sor

sor, a C++ code which implements a simple version of the successive over-relaxation (SOR) method for the iterative solution of a system of linear equations.

Licensing:

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

Languages:

sor is available in a C++ version and a MATLAB version.

Related Data and Programs:

JACOBI, a C++ code which implements the Jacobi iteration for solving symmetric positive definite systems of linear equations.

sor_test

TEST_MAT, a C++ code which defines test matrices.

Reference:

• Tim Kelley,
  Iterative Methods for Linear and Nonlinear Equations,
  SIAM, 2004,
  ISBN: 0898713528,
  LC: QA297.8.K45.

Source Code:

• sor.cpp, the source code.
• sor.sh, compiles the source code.
• sor.hpp, the include file.