jacobi, a MATLAB code which uses the Jacobi iteration to solve a symmetric positive definite (SPD) linear system.
The information on this web page is distributed under the MIT license.
jacobi is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.
bicg, a MATLAB code which implements the biconjugate gradient method (BICG), which estimates the solution of a large sparse nonsymmetric linear system.
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 where the matrix A is symmetric positive definite (SPD) (only real, positive eigenvalues).
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 (RC).
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_poisson_1d, a MATLAB code which demonstrates how the linear system for a discretized version of the steady 1D Poisson equation can be solved by the Jacobi iteration.
sor, a MATLAB code which implements a simple version of the successive over-relaxation (SOR) method for the iteration solution of a linear system of equations.
test_matrix, a MATLAB code which defines test matrices for which the condition number, determinant, eigenvalues, eigenvectors, inverse, null vectors, P*L*U factorization or linear system solution are known. Examples include the Fibonacci, Hilbert, Redheffer, Vandermonde, Wathen and Wilkinson matrices.