gauss_seidel, a Python code which uses the Gauss-Seidel iteration to solve a linear system with a symmetric positive definite (SPD) matrix.
The main interest of this code is that it is an understandable analogue to the stochastic gradient descent method used for optimization in various machine learning applications.
The computer code and data files described and made available on this web page are distributed under the MIT license
gauss_seidel is available in a MATLAB version and a Python version and an R version.
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