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JACOBI\ The Jacobi Iteration for Linear Systems {#jacobi-the-jacobi-iteration-for-linear-systems align=”center”} =======================================

JACOBI is a C++ library which sets up the Jacobi iteration for linear systems.

The program uses the GNUPLOT_I interface program to create plots of the residual and the “motion” of the solution over the iteration.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

JACOBI is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

CG_RC, a C++ library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.

GNUPLOT_I, a C library which allows an executing C, C++, FORTRAN77 or FORTRAN90 program to interact with the GNUPLOT graphics program, by Nicholas Devillard.

TEST_MAT, a C++ library which defines test matrices.

Reference: {#reference align=”center”}

Tim Kelley,\ Iterative Methods for Linear and Nonlinear Equations,\ SIAM, 2004,\ ISBN: 0898713528,\ LC: QA297.8.K45.

Source Code: {#source-code align=”center”}

jacobi.cpp, the source code.
jacobi.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

jacobi_prb.cpp, a sample calling program.
jacobi_prb_output.txt, the output file.
motion.png, a plot of the motion, or change in the solution, as the iteration progresses.
residual.png, a plot of the residual as the iteration progresses.

List of Routines: {#list-of-routines align=”center”}

DIF2 returns the DIF2 matrix.
R8MAT_MV multiplies a matrix times a vector.
R8MAT_RESIDUAL_NORM returns the norm of A*x-b.
R8VEC_COPY copies an R8VEC.
R8VEC_DIFF_NORM_SQUARED: square of the L2 norm of the difference of R8VEC’s.
TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

Last revised on 25 June 2011.