sor, an Octave code which implements a simple version of the successive over-relaxation (SOR) method for the iterative solution of a system of linear equations.
The computer code and data files described and made available on this web page are distributed under the MIT license
sor is available in a C++ version and a MATLAB version and an Octave version.
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 in which the matrix A is positive definite (only real, positive eigenvalues) and symmetric.
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.
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.
jacobi, an Octave code which implements the jacobi iteration for solving symmetric positive definite systems of linear equations.
mgmres, an Octave code which applies the restarted GMRES algorithm to solve a sparse linear system.
test_matrix, an Octave code which defines test matrices.