Preconditioned Conjugate Gradient Algorithm for solving Ax=b

The package solves linear system of equations Ax=b by using Preconditioned Conjugate Gradient Algorithm where A is real symmetric positive definite matrix. A suitable preconditioner matrix may be provided by user. This can also be used to minimize quadratic function (x'Ax)/2-bx for unknown x.


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install.packages("pcg")

1.1 by B N Mandal, 5 years ago


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


Authors: B N Mandal <[email protected]> and Jun Ma <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN