jburkardt

SOR\ Linear System Solution by Successive Over-Relaxation {#sor-linear-system-solution-by-successive-over-relaxation align=”center”} ====================================================

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SOR is a C++ library which implements a simple version of the successive over-relaxation method for the iterative solution of a system of linear equations.

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”}

SOR is available in a C++ version and a MATLAB version.

Related Data and Programs: {#related-data-and-programs align=”center”}

JACOBI, a C++ library which implements the Jacobi iteration for solving symmetric positive definite systems of linear equations.

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”}

• sor.cpp, the source code.
• sor.hpp, the include file.

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

• sor_prb.cpp, a sample calling program.
• sor_prb_output.txt, the output file.

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.
• R8VEC_PRINT prints an R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

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

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Last revised on 25 December 2011.