cg, a Python 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.
The computer code and data files made available on this web page are distributed under the MIT license
cg is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
cg_rc, a Python code which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
gmgsolve, a Python code which can apply one step of the V-cycle of the geometric multigrid method, by Mike Sussman.
jacobi, a Python code which implements the Jacobi iteration for solving symmetric positive definite (SPD) systems of linear equations.
solve, a Python code which demonstrates how Gauss elimination can be used to solve a simple system of linear equations A*x=b.
test_mat, a Python code which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.
wathen, a Python code which compares storage schemes (full, banded, sparse triplet, sparse) and solution strategies (A\x, Linpack, conjugate gradient) for linear systems involving the Wathen matrix, which can arise when solving a problem using the finite element method (FEM).