Numerical methods 2 / Iterative Methods

Contains implementations of following iterative methods for solving linear systems:

• Richardson iteration
• Jacobi method
• Gauss–Seidel method
• Successive over-relaxation for tridiagonal matrices

Note that present implementations are intended for study purposes and analyzing properties of aforementioned methods, as such they are not meant to be used in any sort of high-performance production code.

Compilation

• Recommended compiler: MSVC v142
• Requires C++17 support

Usage

Input is a .dat file, containing floating-point matrix that represents any diagonally-dominant linear system. To configure input file, output path and other parameters, place config file of the following format into the same folder as executable:

• Line 1: [input relative path]
• Line 2: [output relative path]
• Line 3: [target precision]
• Line 4: [max iterations]

Version history

• 00.04

  • Implemented variety of stopping conditions
  • Implemented analysis tools for systems with predefined solutions
  • Implemented analythical estimates for number of iterations
  • Mass refactoring

• 00.03

  • Implemented Richardson iteration method

• 00.02

  • Bugfixes in Gauss–Seidel method
  • Implementation of successive over-relaxation for tridiagonal matrices
  • Now exceptions are caught properly

• 00.01

  • Implemented contiguous matrix class 'CMatrix<>'
  • Implementation of Jacobi method
  • Implementation of Gauss–Seidel method
  • Timing and output formatting

License

This project is licensed under the MIT License - see the LICENSE.md file for details