pcg: Preconditioned Conjugate Gradient Algorithm for solving Ax=b
Version 1.1

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 <[email protected]> and Jun Ma <[email protected]>
Date of publication2014-04-03 05:57:28
MaintainerB N Mandal <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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pcg documentation built on May 29, 2017, 9:53 p.m.