pcg: 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.

Getting started

Package details

AuthorB N Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
MaintainerB N Mandal <mandal.stat@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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pcg documentation built on May 2, 2019, 8:19 a.m.