cgne, an Octave code which implements the conjugate gradient method (CG) for the normal equations, that is, a method for solving a system of linear equations of the form A*x=b, where the matrix A is not symmetric positive definite (SPD). In this case, it is attempted to set up and solve the normal equations A'*A*x=A'*b.
The computer code and data files made available on this web page are distributed under the MIT license
cgne is available in a MATLAB version and an Octave version.
bicg, an Octave code which implements the biconjugate gradient method (BICG), which estimates the solution of a large sparse nonsymmetric linear system.
cg, an Octave 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, an Octave code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
cg_squared, an Octave code which implements the conjugate gradient squared (CGS) method for solving a nonsymmetric sparse linear system A*x=b.
gauss_seidel, an Octave code which implements the Gauss-Seidel iteration for linear systems.
gauss_seidel_stochastic, an Octave code which uses a stochastic version of the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.
gmres, an Octave code which applies the Generalized Minimum Residual (GMRES) method to solve a nonsymmetric sparse linear system.
jacobi, an Octave code which implements the Jacobi iteration for linear systems.
sor, an Octave code which implements a simple version of the successive over-relaxation (SOR) method for the iteration solution of a linear system of equations.