JACOBI
The Jacobi Iteration for Linear Systems

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

GAUSS_SEIDEL, a MATLAB library which implements the Gauss-Seidel iteration for linear systems.

jacobi_test

JACOBI_POISSON_1D, a MATLAB program which demonstrates how the linear system for a discretized version of the steady 1D Poisson equation can be solved by the Jacobi iteration.

TEST_MAT, a MATLAB library which defines test matrices.

Source Code:

• dif2.m, defines the -1, 2, -1 tridiagonal matrix.
• jacobi1.m, carries out one step of the Jacobi iteration.
• jacobi2.m, carries out one step of the Jacobi iteration, using MATLAB's vector notation.
• timestamp.m, prints the current YMDHMS date as a time stamp.