JACOBI
The Jacobi Iteration for Linear Systems

JACOBI is a FORTRAN77 library which sets up the Jacobi iteration for linear systems.

Licensing:

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

Languages:

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

Related Data and Programs:

CG_RC, a FORTRAN77 library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.

MGMRES, a FORTRAN77 library which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, by Lili Ju.

SPARSEKIT, a FORTRAN77 library which implements operations on sparse matrices, including conversion between various formats, by Yousef Saad.

TEMPLATES, a FORTRAN77 library which carries out simple versions of various iterative solvers.

TEST_MAT, a FORTRAN77library which defines test matrices.

Reference:

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

Source Code:

• jacobi.f, the source code.
• jacobi.sh, BASH commands to compile the source code.

Examples and Tests:

• jacobi_prb.f, a sample calling program.
• jacobi_prb.sh, BASH commands to compile and run the sample program.
• jacobi_prb_output.txt, the output file.

List of Routines:

• DIF2 returns the DIF2 matrix.
• JACOBI1 carries out one step of the Jacobi iteration.
• R8VEC_PRINT prints an R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN77 source codes.