Efficient and Customized Preconditioned Conjugate Gradient Method for Solving System of Linear Equations

Solves system of linear equations using (preconditioned) conjugate gradient algorithm, with improved efficiency using Armadillo templated 'C++' linear algebra library, and flexibility for user-specified preconditioning method. Please check < https://github.com/styvon/cPCG> for latest updates.


Reference manual

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1.0 by Yongwen Zhuang, 2 years ago

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

Authors: Yongwen Zhuang

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN