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) .


Reference manual

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0.3.0 by Kisung You, 4 days ago

Browse source code at

Authors: Kisung You [aut, cre] (<>)

Documentation:   PDF Manual  

Task views: Numerical Mathematics

GPL (>= 3) license

Imports Rcpp, Matrix, Rdpack

Depends on bigmemory

Linking to bigmemory, BH, Rcpp, RcppArmadillo

See at CRAN