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.


Reference manual

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1.1 by B N Mandal, 6 years ago

Browse source code at

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

Documentation:   PDF Manual  

GPL (>= 2) license

See at CRAN