! ---------------------- MODULE fseidel.

f90 ---------------------------
!Gauss Seidel Method with relaxation

subroutine seidel(crit,n,mat,b,omega,x,residu,iter,rc)
parameter(ITERMAX=500) ! Maximal number of iterations
parameter(ONE=1.d0,TWO=2.d0,ZERO=0.d0)
integer crit, n, iter, rc
REAL*8 mat(n,n),b(n),omega
REAL*8 x(n),residu(n)
!*====================================================================*
!* *
!* seidel solves the linear system mat * x = b iteratively. *
!* Here mat is a nonsingular n x n matrix, b is the right hand *
!* side for the linear system and x is the solution. *
!* *
!* seidel uses the Gauss Seidel Method with relaxation for a given *
!* relaxation coefficient 0 < omega < 2. *
!* If omega = 1, the standard Gauss Seidel method (without *
!* relaxation) is performed. *
!* *
!*====================================================================*
!* *
!* Applications: *
!* ============= *
!* Solve linear systems with nonsingular system matrices that *
!* satisfy one of the following criteria: row sum criterion, *
!* column sum criterion or the criterion of Schmidt and v. Mises.*
!* Only if at least one of these criteria is satisfied for mat, *
!* convergence of the scheme is guaranteed [See BIBLI 11]. *
!* *
!*====================================================================*
!* *
!* Input parameters: *
!* ================ *
!* crit integer crit *
!* select criterion *
!* =1 : row sum criterion *
!* =2 : column sum criterion *
!* =3 : criterion of Schmidt-v.Mises *
!* other : no check *
!* n integer n ( n > 0 ) *
!* size of mat, b and x *
!* mat REAL*8 mat(n,n) *
!* Matrix of the liear system *
!* b REAL*8 b(n) *
!* Right hand side *
!* omega REAL*8 omega; (0 < omega < 2) *
!* Relaxation coefficient. *
!* x REAL*8 x(n) *
!* Starting vector for iteration *
!* *
!* Output parameters: *
!* ================== *
!* x REAL*8 x(n) *
!* solution vector *
!* residu REAL*8 residu(n) *
!* residual vector b - mat * x; close to zero vector *
!* iter integer iter *
!* Number of iterations performed *
!* rc integer return code *
!* = 0 solution has been found *
!* = 1 n < 1 or omega <= 0 or omega >= 2 *
!* = 2 improper mat or b or x (not used here) *
!* = 3 one diagonal element of mat vanishes *
!* = 4 Iteration number exceeded *
!* = 11 column sum criterion violated *
!* = 12 row sum criterion violated *
!* = 13 Schmidt-v.Mises criterion violated *
!* *
!*====================================================================*
REAL*8 tmp, eps;

iter = 0 !Initialize iteration counter

rc = 0

if (n<1.or.omega<=ZERO.or.omega>=TWO) then
rc=1
return
end if

eps = 1.d-10

do i=1, n !transform mat so that all

!diagonals equal 1
if (mat(i,i) == ZERO) then
rc=3
return
end if
tmp = ONE / mat(i,i)
do j=1, n
mat(i,j)= mat(i,j)*tmp
end do
b(i) = b(i)*tmp !adjust right hand side b

end do

!check convergence criteria

if (crit==1) then
do i = 1, n !row sum criterion
tmp=ZERO
do j=1,n
tmp = tmp + dabs(mat(i,j))
end do
if (tmp >= TWO) then
rc=11
return
end if
end do
else if (crit==2) then
do j=1, n !column sum criterion
tmp=ZERO
do i=1,n
tmp = tmp + dabs(mat(i,j))
end do
if (tmp >= TWO) then
rc=12
return
 end if
end do
else if (crit==3) then
tmp=ZERO
do i=1, n
do j=1, n !criterion of Schmidt
tmp = tmp + mat(i,j)**2 !von Mises
end do
end do
tmp = DSQRT(tmp - ONE)
if (tmp >= ONE) then
rc=13
return
end if
end if

do i=1, n
residu(i) = x(i) !store x in residu
end do

do while (iter <= ITERMAX) !Begin iteration

iter=iter+1

do i=1, n
tmp=b(i)
do j=1, n
tmp = tmp - mat(i,j) * residu(j)
end do
residu(i) = residu(i) + omega * tmp
end do

do i=1, n !check break-off criterion

tmp = x(i) - residu(i)
if (DABS (tmp) <= eps) then
x(i) = residu(i) !If rc = 0 at end of loop
rc = 0 ! -> stop iteration
else
do j=1, n
x(j) = residu(j)
end do
rc = 4
goto 10
end if
end do
if (rc == 0) goto 20 !solution found
10 end do !End iteration

20 do i=1, n !find residual vector

tmp=b(i)
do j=1, n
tmp = tmp - mat(i,j) * x(j)
end do
residu(i) = tmp
end do

return

end
! ----------------------- END fseidel.f90 ----------------------------