README.md

lanczos

Description

Lanczos algorithm implemented in R language. Used for solving symmetric (positive definite) linear systems. A preconditioned version of the method is also implemented. The latter uses an Incomplete Cholesky (0) split preconditioner.

References

[1] Saad, Yousef (2003). Iterative Methods for Sparse Linear Systems. SIAM.



abylayzhumekenov/lanczos documentation built on April 27, 2022, 9:54 a.m.