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.

Install the latest version of this package by entering the following in R:
install.packages("pcg")
AuthorB N Mandal <mandal.stat@gmail.com> and Jun Ma <jun.ma@mq.edu.au>
Date of publication2014-04-03 05:57:28
MaintainerB N Mandal <mandal.stat@gmail.com>
LicenseGPL (>= 2)
Version1.1

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Files

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

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