Matlab Database > Linear Algebra > Iterative Solvers

Iterative Solvers

  • Programs in Category Iterative Solvers

    Title Summary Primary Author Date
    Comparison of Iterative Solvers
    This is a collection of routines comparing different iterative schemes for approximating the solution of a system of linear equations. Bernd Flemisch 2002-08-08
    Conjugate Gradients Method
    Conjugate Gradients method for solving a system of linear equations Ax = f. The matrix A must be symmetric and positive definite. Andreas Klimke 2003-05-13
    Eigenvalues GUI
    This GUI demonstrates the iterative methods to find eigenvalues of a given matrix, using power method, inverse power method and QR-Iteration. M2-TUM 2004-01-13
    Gauss-Seidel iterative method
    Function Gauss_Seidel(A, b, N) iteratively solves a system of linear equations whereby A is the coefficient matrix, b the right-hand side column vector and N the maximum number of iterations. A transition/iteration matrix approach is implemented, with Tg Alain kapitho 2007-08-14
    Gauss-Siedel
    resolvs a liniar sistem using iterativ method Ionescu Alin 2007-05-15
    Gradient and Conjugate Gradients Method GUI
    GUI application for solving a system of equations using the Gradient and the Conjugate Gradients method. M2-TUM 2003-05-23
    Gradient Based Subspace tracking
    This is a simple function to track the subspace of a signal Gurudatha Pai 2009-01-15
    Incomplete LU factorization
    multiple versions of the incomplete LU-factorization M2-TUM 2009-07-30
    Iterative Solvers GUI
    An interactive environment for iterative solvers. Timo Betcke 2003-05-19
    Jacobi iterative method
    Function Jacobi(A, b, N) iteratively solves a system of linear equations whereby A is the coefficient matrix, b the right-hand side column vector and N the maximum number of iterations. As with the Gauss_Seidel(A, b, N) function, a transition matrix appro Alain kapitho 2007-08-14
    Jacobi method
    Function that allows to solve linear systems by the Jacobi's iterative method. Alexeis Companioni 2008-05-04
    Multigrid
    Multigrid solver for scalar linear elliptic PDEs. Beat the direct solver! Bernd Flemisch 2004-03-29
    Multishift CGLS
    solves the systems of linear equations
    (A'*A+TAU(I)*EYE(N))*X(:,I)=A'*B (I=1:L)
    for X with the multishift CGLS algorithm.
    The matlab code is written by Gerard Sleijpen and Jasper van den Eshof.
    Jasper van den Eshof 2004-05-21
    Numerical simulation of solution of orange droplet in a soup.
    This project simulate numerically the process of solution of orange droplet in a soup. Program is written in Matlab environment and uses a userfriendly interface to show the solution process versus time. Ahmad Kolahi 2005-07-31
    PCG with eigenvalue estimates
    Preconditioned conjugate gradients with extremal eigenvalue estimates Talal Rahman 2002-04-16
    PCG with Jacobi/Gauss-Seidel
    Implementation of the preconditioned gradients method, including examples for Jacobi & Gauss-Seidel preconditioners. Andreas Klimke 2003-05-13
    Seidel method
    Function that allows to solve linear systems by the Seidel's iterative method. Alexeis Companioni 2008-05-04
    Standard Iterative Solvers Comparison
    Comparison regarding convergence rate of the Jacobi, Gauss-Seidel, and optimum SOR iterative linear equation system solvers for the laplace equation. Andreas Klimke 2002-05-06
    Successive Over-relaxation Solver
    Function SOR(A,b,N) solves iteratively the linear system Ax = b, N being the maximum number of iterations. Iterations are implemented in matrix form as x(k+1) = Tw*x(k) + c, with Tw being the transition/iteration matrix and c a constant vector. the optim Alain kapitho 2007-08-14