Iterative Solvers for (Sparse) Linear System of Equations

Solving a system of linear equations is one of the most fundamental computational problems for many fields of mathematical studies, such as regression problems from statistics or numerical partial differential equations. We provide basic stationary iterative solvers such as Jacobi, Gauss-Seidel, Successive Over-Relaxation and SSOR methods. Nonstationary, also known as Krylov subspace methods are also provided. Sparse matrix computation is also supported in that solving large and sparse linear systems can be manageable using 'Matrix' package along with 'RcppArmadillo'. For a more detailed description, see a book by Saad (2003) .


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install.packages("Rlinsolve")

0.1.2 by Kisung You, 11 days ago


Browse source code at https://github.com/cran/Rlinsolve


Authors: Kisung You [aut, cre] (0000-0002-8584-459X)


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, Matrix, Rdpack

Depends on bigmemory

Suggests knitr, rmarkdown, microbenchmark, optR, pcg

Linking to bigmemory, BH, Rcpp, RcppArmadillo


Imported by Rdimtools, matdist.


See at CRAN