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.
| Version: | 1.1 | 
| Published: | 2014-04-03 | 
| DOI: | 10.32614/CRAN.package.pcg | 
| Author: | B N Mandal and Jun Ma | 
| Maintainer: | B N Mandal  <mandal.stat at gmail.com> | 
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] | 
| NeedsCompilation: | no | 
| CRAN checks: | pcg results | 
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