pcg: Preconditioned Conjugate Gradient Algorithm for solving Ax=b

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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.

Author
B N Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
Date of publication
2014-04-03 05:57:28
Maintainer
B N Mandal <mandal.stat@gmail.com>
License
GPL (>= 2)
Version
1.1

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Man pages

pcg
Preconditioned Conjugate Gradient algorithm for solving Ax=b

Files in this package

pcg
pcg/NAMESPACE
pcg/R
pcg/R/pcg.R
pcg/MD5
pcg/DESCRIPTION
pcg/man
pcg/man/pcg.Rd