cf_psor_solv: PSOR algorithm
In pedroguarderas/CFINI: Computational finance routines
cf_psor_solv R Documentation
PSOR algorithm
Description
Projected successive over-relaxation
Usage
cf_psor_solv(u0, A, b, c, w, n, e)
Arguments
u0
initial guest of the solution
A
matrix determining the variational inequality
b
right term of the inequality
c
lower constraint for the solution
w
weight
n
maximal number of iterations
e
relative error for the solution improvement
Author(s)
Pedro Guarderas
pedro.felipe.guarderas@gmail.com
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.
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| cf_psor_solv | R Documentation |
PSOR algorithm
Description
Projected successive over-relaxation
Usage
cf_psor_solv(u0, A, b, c, w, n, e)
Arguments
u0 |
initial guest of the solution |
A |
matrix determining the variational inequality |
b |
right term of the inequality |
c |
lower constraint for the solution |
w |
weight |
n |
maximal number of iterations |
e |
relative error for the solution improvement |
Author(s)
Pedro Guarderas pedro.felipe.guarderas@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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