SOR
Linear System Solution by Successive Over-Relaxation

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:

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

Languages:

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

Related Data and Programs:

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:

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

Source Code:

• sor.cpp, the source code.
• sor.hpp, the include file.
• sor.sh, BASH commands to compile the source code.

Examples and Tests:

• sor_prb.cpp, a sample calling program.
• sor_prb.sh, BASH commands to compile and run the sample program.
• sor_prb_output.txt, the output file.

List of Routines:

• 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.