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sor.html
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<html>
<head>
<title>
SOR - Linear System Solution by Successive Over-Relaxation
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
SOR <br> Linear System Solution by Successive Over-Relaxation
</h1>
<hr>
<p>
<b>SOR</b>
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.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this
web page are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>SOR</b> is available in
<a href = "../../cpp_src/sor/sor.html">a C++ version</a> and
<a href = "../../m_src/sor/sor.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/jacobi/jacobi.html">
JACOBI</a>,
a C++ library which
implements the Jacobi iteration for solving symmetric positive definite
systems of linear equations.
</p>
<p>
<a href = "../../cpp_src/test_mat/test_mat.html">
TEST_MAT</a>,
a C++ library which
defines test matrices.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ul>
<li>
Tim Kelley,<br>
Iterative Methods for Linear and Nonlinear Equations,<br>
SIAM, 2004,<br>
ISBN: 0898713528,<br>
LC: QA297.8.K45.
</li>
</ul>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "sor.cpp">sor.cpp</a>, the source code.
</li>
<li>
<a href = "sor.hpp">sor.hpp</a>, the include file.
</li>
<li>
<a href = "sor.sh">sor.sh</a>,
BASH commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "sor_prb.cpp">sor_prb.cpp</a>,
a sample calling program.
</li>
<li>
<a href = "sor_prb.sh">sor_prb.sh</a>,
BASH commands to compile and run the sample program.
</li>
<li>
<a href = "sor_prb_output.txt">sor_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>DIF2</b> returns the DIF2 matrix.
</li>
<li>
<b>R8MAT_MV</b> multiplies a matrix times a vector.
</li>
<li>
<b>R8MAT_RESIDUAL_NORM</b> returns the norm of A*x-b.
</li>
<li>
<b>R8VEC_COPY</b> copies an R8VEC.
</li>
<li>
<b>R8VEC_DIFF_NORM_SQUARED:</b> square of the L2 norm of the difference of R8VEC's.
</li>
<li>
<b>R8VEC_PRINT</b> prints an R8VEC.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 25 December 2011.
</i>
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